-98.0%
FCUV vs BRO
-3.6%
-94.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.5% | -12.0% | -8.7% |
| 7D | -8.6% | +12.4% | -21.0% | -12.0% |
| 30D | -25.9% | +21.6% | -47.5% | -32.0% |
| 3M | -69.8% | +4.3% | -74.1% | -68.9% |
| 6M | -31.6% | +29.2% | -60.8% | -40.0% |
| YTD | -90.1% | -6.4% | -83.8% | -91.1% |
| 1Y | -98.0% | -5.3% | -92.7% | -98.2% |
| All | -98.0% | -3.6% | -94.4% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling