-87.2%
FCUV vs BBWI
-52.4%
-34.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.8% | -16.5% | -14.0% |
| 7D | +62.8% | +1.5% | +61.3% | +62.5% |
| 30D | +66.5% | -5.2% | +71.7% | +66.9% |
| 3M | +459.9% | +11.1% | +448.8% | +454.0% |
| 6M | -12.4% | -13.4% | +1.0% | -11.8% |
| YTD | -47.5% | +0.1% | -47.6% | -47.9% |
| 1Y | -80.5% | -36.1% | -44.4% | -79.9% |
| 3Y | -97.6% | -44.1% | -53.5% | -97.6% |
| 5Y | -99.5% | -66.2% | -33.3% | -99.5% |
| 10Y | -95.8% | -54.8% | -41.0% | -95.5% |
| All | -87.2% | -52.4% | -34.9% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling