+112.2%
BP vs FCUV
-99.9%
+212.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.2% |
| 7D | +2.5% | +2.4% | +0.1% | +2.5% |
| 30D | -5.6% | -25.9% | +20.3% | -5.5% |
| 3M | +8.0% | -44.8% | +52.8% | +8.0% |
| 6M | +5.7% | -3.5% | +9.1% | +3.3% |
| YTD | +36.8% | -90.7% | +127.6% | +35.7% |
| 1Y | +30.7% | -97.9% | +128.6% | +31.0% |
| 3Y | +51.6% | -99.5% | +151.1% | +54.5% |
| 5Y | +112.2% | -99.9% | +212.1% | +127.4% |
| All | +112.2% | -99.9% | +212.1% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling