-98.6%
FCUV vs BRKR
+155.3%
-253.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -66.5% | -8.7% | -57.8% | -66.2% |
| 30D | +5.0% | -9.9% | +14.8% | +5.9% |
| 3M | +63.8% | -3.1% | +66.9% | +61.2% |
| 6M | -67.8% | +45.5% | -113.3% | -70.5% |
| YTD | -82.4% | +13.7% | -96.1% | -83.2% |
| 1Y | -94.7% | +67.4% | -162.2% | -95.3% |
| 3Y | -99.3% | -13.2% | -86.0% | -99.3% |
| 5Y | -99.9% | -39.5% | -60.4% | -99.9% |
| All | -98.6% | +155.3% | -253.9% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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