-97.1%
FCUV vs BIYA
-99.8%
+2.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.3% |
| 7D | -66.5% | -1.8% | -64.7% | -66.5% |
| 30D | +5.0% | -17.5% | +22.4% | +4.9% |
| 3M | +63.8% | -78.0% | +141.8% | +62.9% |
| 6M | -67.8% | -89.5% | +21.6% | -68.0% |
| YTD | -82.4% | -94.3% | +11.9% | -82.6% |
| 1Y | -94.7% | -98.6% | +3.8% | -94.4% |
| All | -97.1% | -99.8% | +2.7% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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