-96.4%
FCUV vs BIYA
-99.9%
+3.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | 0.0% | +136.0% | +136.0% |
| 7D | +148.8% | +9.0% | +139.8% | +148.7% |
| 30D | +95.0% | -12.9% | +108.0% | +95.0% |
| 3M | +27.8% | -54.7% | +82.5% | +27.5% |
| 6M | +121.0% | -85.1% | +206.0% | +115.9% |
| YTD | -78.1% | -96.9% | +18.7% | -78.4% |
| 1Y | -94.3% | -98.5% | +4.3% | -94.1% |
| All | -96.4% | -99.9% | +3.5% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling