-87.2%
FCUV vs BAH
+242.8%
-330.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.5% | -12.2% | -13.4% |
| 7D | +62.8% | -3.2% | +66.1% | +63.6% |
| 30D | +66.5% | +2.0% | +64.5% | +64.7% |
| 3M | +459.9% | -7.6% | +467.6% | +457.5% |
| 6M | -12.4% | -5.7% | -6.7% | -13.2% |
| YTD | -47.5% | -11.7% | -35.8% | -47.5% |
| 1Y | -80.5% | -27.4% | -53.1% | -80.3% |
| 3Y | -97.6% | -32.5% | -65.1% | -97.6% |
| 5Y | -99.5% | -3.3% | -96.2% | -99.5% |
| 10Y | -95.8% | +186.0% | -281.7% | -93.3% |
| All | -87.2% | +242.8% | -330.1% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling