-99.4%
FCUV vs BAM
+78.0%
-177.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.6% | -14.3% | -14.0% |
| 7D | +62.8% | -2.0% | +64.8% | +64.3% |
| 30D | +66.5% | -2.9% | +69.4% | +68.1% |
| 3M | +459.9% | +9.4% | +450.6% | +426.5% |
| 6M | -12.4% | +10.8% | -23.1% | -19.6% |
| YTD | -47.5% | -0.4% | -47.1% | -48.8% |
| 1Y | -80.5% | -10.9% | -69.6% | -79.7% |
| 3Y | -97.6% | +61.3% | -158.9% | -98.3% |
| All | -99.4% | +78.0% | -177.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling