-98.6%
FCUV vs BB
+1.6%
-100.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +2.9% |
| 7D | -66.5% | -0.4% | -66.1% | -66.7% |
| 30D | +5.0% | -12.5% | +17.5% | +6.6% |
| 3M | +63.8% | -17.4% | +81.2% | +66.9% |
| 6M | -67.8% | +119.1% | -187.0% | -74.0% |
| YTD | -82.4% | +102.4% | -184.8% | -85.6% |
| 1Y | -94.7% | +98.2% | -192.9% | -95.6% |
| 3Y | -99.3% | +46.9% | -146.2% | -99.4% |
| 5Y | -99.9% | -26.4% | -73.5% | -99.9% |
| All | -98.6% | +1.6% | -100.2% | -100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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