+406.7%
BNY vs FCUV
-98.6%
+505.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | 0.0% |
| 7D | -1.3% | -66.5% | +65.1% | -1.2% |
| 30D | -0.2% | +5.0% | -5.1% | -0.3% |
| 3M | +14.9% | +63.8% | -48.9% | +13.9% |
| 6M | +40.0% | -67.8% | +107.8% | +39.1% |
| YTD | +42.0% | -82.4% | +124.4% | +41.2% |
| 1Y | +56.9% | -94.7% | +151.6% | +56.3% |
| 3Y | +289.9% | -99.3% | +389.1% | +288.3% |
| 5Y | +259.2% | -99.9% | +359.0% | +258.3% |
| All | +406.7% | -98.6% | +505.3% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling