-69.4%
BTDR vs FCUV
-98.1%
+28.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.5% | +1.9% | -5.7% |
| 7D | -17.6% | -8.6% | -9.0% | -17.6% |
| 30D | -40.3% | -25.9% | -14.3% | -40.4% |
| 3M | -42.6% | -69.8% | +27.2% | -42.7% |
| 6M | -46.3% | -31.6% | -14.7% | -43.5% |
| YTD | -41.7% | -90.1% | +48.4% | -37.3% |
| 1Y | -69.4% | -98.0% | +28.6% | -69.5% |
| All | -69.4% | -98.1% | +28.7% | -69.5% |
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 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