+463.5%
BTSG vs FCUV
-99.1%
+562.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | -1.1% |
| 7D | +2.9% | -63.8% | +66.6% | +1.5% |
| 30D | +0.9% | -14.7% | +15.6% | +1.9% |
| 3M | +1.6% | +65.3% | -63.7% | +17.6% |
| 6M | +46.8% | -68.5% | +115.3% | +71.3% |
| YTD | +65.5% | -83.0% | +148.6% | +94.0% |
| 1Y | +136.2% | -94.4% | +230.7% | +179.1% |
| All | +463.5% | -99.1% | +562.6% | +572.6% |
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