+112.2%
BP vs FCUV
-87.2%
+199.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +0.5% |
| 7D | +3.9% | +62.8% | -58.9% | +3.9% |
| 30D | +7.6% | +66.5% | -58.9% | +7.5% |
| 3M | +0.7% | +459.9% | -459.2% | +0.1% |
| 6M | +15.5% | -12.4% | +27.9% | +14.8% |
| YTD | +30.8% | -47.5% | +78.4% | +30.1% |
| 1Y | +34.3% | -80.5% | +114.8% | +33.5% |
| 3Y | +35.1% | -97.6% | +132.7% | +34.3% |
| 5Y | +126.8% | -99.5% | +226.4% | +125.6% |
| 10Y | +123.4% | -95.8% | +219.1% | +123.5% |
| All | +112.2% | -87.2% | +199.5% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling