+623.1%
BX vs FCUV
-95.9%
+718.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.4% | -3.6% |
| 7D | -5.7% | -63.8% | +58.1% | -5.4% |
| 30D | -8.9% | -14.7% | +5.8% | -9.0% |
| 3M | +8.4% | +65.3% | -56.9% | +6.2% |
| 6M | +18.9% | -68.5% | +87.4% | +17.2% |
| YTD | -13.6% | -83.0% | +69.4% | -14.6% |
| 1Y | -22.4% | -94.4% | +72.0% | -23.0% |
| 3Y | +26.0% | -99.3% | +125.3% | +25.1% |
| 5Y | +18.8% | -99.9% | +118.6% | +18.4% |
| 10Y | +668.7% | -98.6% | +767.4% | +650.6% |
| All | +623.1% | -95.9% | +718.9% | +609.2% |
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