-91.3%
FCUV vs BIYA
-99.8%
+8.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.7% | -11.9% | -13.7% |
| 7D | +62.8% | +1.3% | +61.5% | +62.8% |
| 30D | +66.5% | -21.0% | +87.5% | +66.3% |
| 3M | +459.9% | -74.3% | +534.3% | +453.6% |
| 6M | -12.4% | -84.6% | +72.3% | -13.8% |
| YTD | -47.5% | -94.2% | +46.6% | -48.0% |
| 1Y | -80.5% | -98.2% | +17.7% | -79.5% |
| All | -91.3% | -99.8% | +8.5% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling