-99.2%
FCUV vs BAH
-31.5%
-67.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.9% | -64.3% | -64.7% |
| 7D | -47.9% | -4.3% | -43.6% | -46.3% |
| 30D | +13.7% | -4.5% | +18.1% | +16.8% |
| 3M | +97.0% | -7.6% | +104.6% | +97.8% |
| 6M | -66.1% | -10.6% | -55.5% | -66.0% |
| YTD | -81.8% | -12.6% | -69.2% | -81.4% |
| 1Y | -93.3% | -27.0% | -66.3% | -92.8% |
| All | -99.2% | -31.5% | -67.7% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling