-99.8%
FCUV vs BAM
+67.8%
-167.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.7% | -5.6% |
| 7D | -63.8% | -3.9% | -59.8% | -61.3% |
| 30D | -14.7% | -8.8% | -5.9% | -7.3% |
| 3M | +65.3% | +2.2% | +63.1% | +68.1% |
| 6M | -68.5% | +5.9% | -74.4% | -69.1% |
| YTD | -83.0% | -6.1% | -76.9% | -82.2% |
| 1Y | -94.4% | -11.6% | -82.8% | -93.9% |
| 3Y | -99.3% | +51.7% | -151.0% | -99.4% |
| All | -99.8% | +67.8% | -167.6% | -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