+39.1%
BP vs FCUV
-99.2%
+138.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | +1.8% |
| 7D | +4.0% | -63.8% | +67.7% | +4.2% |
| 30D | +7.8% | -14.7% | +22.5% | +7.6% |
| 3M | +8.4% | +65.3% | -56.9% | +6.4% |
| 6M | +15.1% | -68.5% | +83.5% | +13.3% |
| YTD | +36.4% | -83.0% | +119.5% | +34.6% |
| 1Y | +40.9% | -94.4% | +135.3% | +39.3% |
| All | +39.1% | -99.2% | +138.3% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling