-99.9%
FCUV vs BAH
-3.7%
-96.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.1% | -7.1% | -7.1% |
| 7D | -63.8% | -1.3% | -62.4% | -63.2% |
| 30D | -14.7% | -6.6% | -8.1% | -11.9% |
| 3M | +65.3% | -7.2% | +72.5% | +66.3% |
| 6M | -68.5% | -10.0% | -58.5% | -68.4% |
| YTD | -83.0% | -12.5% | -70.6% | -82.7% |
| 1Y | -94.4% | -27.9% | -66.5% | -94.0% |
| 3Y | -99.3% | -31.4% | -67.9% | -99.2% |
| 5Y | -99.9% | -3.2% | -96.6% | -99.9% |
| All | -99.9% | -3.7% | -96.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling