-95.6%
FCUV vs BB
-29.3%
-66.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +2.2% | -67.4% | -65.7% |
| 7D | -47.9% | +0.5% | -48.4% | -48.5% |
| 30D | +13.7% | -12.4% | +26.0% | +15.3% |
| 3M | +97.0% | -15.3% | +112.3% | +99.4% |
| 6M | -66.1% | +128.8% | -194.9% | -73.0% |
| YTD | -81.8% | +107.7% | -189.4% | -85.1% |
| 1Y | -93.3% | +103.9% | -197.2% | -94.4% |
| 3Y | -99.2% | +72.6% | -171.8% | -99.4% |
| 5Y | -99.9% | -24.3% | -75.6% | -99.9% |
| 10Y | -98.5% | +3.1% | -101.7% | -99.5% |
| All | -95.6% | -29.3% | -66.3% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling