+19.6%
BTDR vs FCUV
-99.5%
+119.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.5% | +3.7% |
| 7D | -3.4% | -66.5% | +63.1% | -2.8% |
| 30D | +32.6% | +5.0% | +27.6% | +31.9% |
| 3M | -32.2% | +63.8% | -96.0% | -35.4% |
| 6M | +52.4% | -67.8% | +120.2% | +51.7% |
| YTD | +6.7% | -82.4% | +89.1% | +8.2% |
| 1Y | -15.2% | -94.7% | +79.5% | -10.6% |
| 3Y | +14.9% | -99.3% | +114.1% | +20.8% |
| 5Y | +20.8% | -99.9% | +120.6% | +26.9% |
| All | +19.6% | -99.5% | +119.1% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling