-98.6%
FCUV vs BBWI
-55.0%
-43.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.2% | +2.5% |
| 7D | -66.5% | -4.8% | -61.7% | -66.1% |
| 30D | +5.0% | +3.5% | +1.5% | +4.9% |
| 3M | +63.8% | -0.3% | +64.1% | +64.8% |
| 6M | -67.8% | -5.4% | -62.5% | -67.6% |
| YTD | -82.4% | -4.7% | -77.7% | -82.3% |
| 1Y | -94.7% | -30.5% | -64.3% | -94.6% |
| 3Y | -99.3% | -44.3% | -54.9% | -99.2% |
| 5Y | -99.9% | -66.9% | -33.0% | -99.8% |
| All | -98.6% | -55.0% | -43.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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