+25.1%
BROS vs FCUV
-99.8%
+124.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -65.2% | +63.7% | -0.7% |
| 7D | -0.9% | -47.9% | +47.0% | -0.7% |
| 30D | -13.5% | +13.7% | -27.1% | -14.3% |
| 3M | -18.4% | +97.0% | -115.4% | -23.3% |
| 6M | -10.6% | -66.1% | +55.5% | -11.5% |
| YTD | -25.1% | -81.8% | +56.7% | -24.3% |
| 1Y | -28.6% | -93.3% | +64.6% | -26.2% |
| 3Y | +65.6% | -99.2% | +164.8% | +89.1% |
| All | +25.1% | -99.8% | +124.9% | +75.5% |
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