+3.1%
BTDR vs FCUV
-81.1%
+84.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -13.7% | +17.6% | +3.9% |
| 7D | +20.0% | +62.8% | -42.9% | +20.2% |
| 30D | +11.9% | +66.5% | -54.6% | +12.3% |
| 3M | -36.9% | +459.9% | -496.9% | -35.0% |
| 6M | +56.5% | -12.4% | +68.9% | +80.3% |
| YTD | +10.4% | -47.5% | +58.0% | +36.2% |
| 1Y | +3.1% | -80.5% | +83.6% | +49.0% |
| All | +3.1% | -81.1% | +84.2% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling