-94.3%
FCUV vs BAH
+5.1%
-99.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.3% | +136.3% | +136.2% |
| 7D | +148.8% | +1.7% | +147.1% | +145.2% |
| 30D | +95.0% | +20.8% | +74.3% | +64.7% |
| 3M | +27.8% | +11.6% | +16.2% | +14.9% |
| 6M | +121.0% | +23.1% | +97.9% | +71.5% |
| YTD | -78.1% | +5.3% | -83.4% | -82.8% |
| 1Y | -94.3% | +6.1% | -100.4% | -95.5% |
| All | -94.3% | +5.1% | -99.3% | -95.5% |
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