-98.2%
FCUV vs BAH
+198.8%
-297.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.3% | +136.3% | +136.1% |
| 7D | +148.8% | +1.7% | +147.1% | +147.5% |
| 30D | +95.0% | +20.8% | +74.3% | +84.6% |
| 3M | +27.8% | +11.6% | +16.2% | +23.4% |
| 6M | +121.0% | +23.1% | +97.9% | +105.5% |
| YTD | -78.1% | +5.3% | -83.4% | -79.1% |
| 1Y | -94.3% | +6.1% | -100.4% | -94.5% |
| 3Y | -98.9% | -27.5% | -71.4% | -98.9% |
| 5Y | -99.7% | +6.2% | -105.9% | -99.7% |
| All | -98.2% | +198.8% | -297.0% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling