-98.6%
FCUV vs BNS
+188.9%
-287.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | -66.5% | -0.4% | -66.1% | -66.2% |
| 30D | +5.0% | +3.5% | +1.5% | +4.9% |
| 3M | +63.8% | +14.1% | +49.7% | +57.7% |
| 6M | -67.8% | +33.8% | -101.6% | -71.0% |
| YTD | -82.4% | +29.5% | -111.9% | -83.9% |
| 1Y | -94.7% | +48.4% | -143.1% | -95.4% |
| 3Y | -99.3% | +129.6% | -228.9% | -99.4% |
| 5Y | -99.9% | +96.1% | -195.9% | -99.9% |
| All | -98.6% | +188.9% | -287.5% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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