+142.2%
BP vs FCUV
-98.2%
+240.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +136.0% | -135.1% | +0.6% |
| 7D | +3.8% | +148.8% | -145.0% | +3.5% |
| 30D | -5.3% | +95.0% | -100.3% | -5.5% |
| 3M | +9.3% | +27.8% | -18.5% | +9.0% |
| 6M | +7.2% | +121.0% | -113.8% | +6.1% |
| YTD | +38.0% | -78.1% | +116.2% | +36.9% |
| 1Y | +33.2% | -94.3% | +127.5% | +32.2% |
| 3Y | +50.3% | -98.9% | +149.2% | +49.1% |
| 5Y | +114.1% | -99.7% | +213.8% | +112.5% |
| All | +142.2% | -98.2% | +240.4% | +137.0% |
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