-99.9%
FCUV vs BAM
+84.8%
-184.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +5.1% |
| 7D | -4.7% | -2.9% | -1.8% | -3.1% |
| 30D | -23.2% | +14.7% | -37.9% | -29.9% |
| 3M | -49.2% | -4.1% | -45.0% | -46.8% |
| 6M | -9.2% | +9.6% | -18.8% | -13.1% |
| YTD | -90.6% | +3.4% | -94.0% | -90.8% |
| 1Y | -97.9% | +1.0% | -98.9% | -97.9% |
| 3Y | -99.5% | +88.2% | -187.7% | -99.7% |
| All | -99.9% | +84.8% | -184.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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