-99.9%
FCUV vs BLDR
+7.7%
-107.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.8% |
| 7D | -72.0% | -8.1% | -63.8% | -70.2% |
| 30D | -8.0% | -21.5% | +13.5% | +2.3% |
| 3M | +66.3% | -21.0% | +87.2% | +81.7% |
| 6M | -75.3% | -37.1% | -38.2% | -70.9% |
| YTD | -83.0% | -42.7% | -40.3% | -79.4% |
| 1Y | -94.7% | -58.0% | -36.7% | -93.0% |
| 3Y | -99.3% | -57.8% | -41.4% | -99.1% |
| 5Y | -99.9% | +10.3% | -110.1% | -99.9% |
| All | -99.9% | +7.7% | -107.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 5y: compounded portfolio wealth divided by compounded BLDR 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…
5y analysis · Full analysis span regression · 6 months rolling