-99.9%
FCUV vs BAM
+88.1%
-188.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.4% |
| 7D | -15.3% | +5.0% | -20.3% | -18.0% |
| 30D | -29.7% | +16.6% | -46.3% | -36.4% |
| 3M | -54.5% | +2.2% | -56.7% | -54.3% |
| 6M | -26.7% | +9.7% | -36.4% | -29.8% |
| YTD | -91.0% | +5.2% | -96.2% | -91.2% |
| 1Y | -98.0% | +3.9% | -101.9% | -98.1% |
| 3Y | -99.5% | +91.5% | -191.1% | -99.7% |
| All | -99.9% | +88.1% | -188.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling