-98.0%
FCUV vs BAH
+6.2%
-104.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.5% | -9.0% | -8.6% |
| 7D | -8.6% | +5.8% | -14.3% | -13.0% |
| 30D | -25.9% | +28.7% | -54.6% | -40.7% |
| 3M | -69.8% | +20.9% | -90.7% | -75.4% |
| 6M | -31.6% | +15.2% | -46.8% | -45.3% |
| YTD | -90.1% | +7.1% | -97.2% | -92.2% |
| 1Y | -98.0% | +6.4% | -104.4% | -98.4% |
| All | -98.0% | +6.2% | -104.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling