+426.2%
BTSG vs FCUV
-99.1%
+525.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.6% |
| 7D | -5.8% | -72.0% | +66.2% | -7.7% |
| 30D | 0.0% | -8.0% | +8.0% | +1.2% |
| 3M | -4.5% | +66.3% | -70.7% | +10.6% |
| 6M | +40.0% | -75.3% | +115.3% | +63.9% |
| YTD | +54.6% | -83.0% | +137.5% | +81.2% |
| 1Y | +106.1% | -94.7% | +200.8% | +143.6% |
| All | +426.2% | -99.1% | +525.3% | +528.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling