+24.5%
BX vs FCUV
-99.2%
+123.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.5% |
| 7D | -5.6% | -66.5% | +60.9% | -5.4% |
| 30D | -12.2% | +5.0% | -17.2% | -12.4% |
| 3M | +7.4% | +63.8% | -56.4% | +5.9% |
| 6M | +22.2% | -67.8% | +90.0% | +23.2% |
| YTD | -14.0% | -82.4% | +68.4% | -12.4% |
| 1Y | -27.3% | -94.7% | +67.4% | -24.4% |
| 3Y | +24.5% | -99.3% | +123.8% | +30.7% |
| All | +24.5% | -99.2% | +123.8% | +30.7% |
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