-98.6%
FCUV vs BAH
+207.1%
-305.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.4% | -0.9% |
| 7D | -72.0% | +2.4% | -74.4% | -72.0% |
| 30D | -8.0% | -2.9% | -5.1% | -7.2% |
| 3M | +66.3% | -1.3% | +67.6% | +64.4% |
| 6M | -75.3% | -0.9% | -74.4% | -75.7% |
| YTD | -83.0% | -8.2% | -74.7% | -83.0% |
| 1Y | -94.7% | -24.0% | -70.7% | -94.5% |
| 3Y | -99.3% | -28.1% | -71.2% | -99.2% |
| 5Y | -99.9% | +2.5% | -102.4% | -99.9% |
| All | -98.6% | +207.1% | -305.7% | -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 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