-98.6%
FCUV vs BRO
+294.2%
-392.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -66.5% | -7.3% | -59.1% | -65.7% |
| 30D | +5.0% | -6.9% | +11.8% | +7.3% |
| 3M | +63.8% | +10.7% | +53.1% | +62.3% |
| 6M | -67.8% | -2.7% | -65.1% | -67.7% |
| YTD | -82.4% | -16.3% | -66.1% | -82.1% |
| 1Y | -94.7% | -29.1% | -65.7% | -94.6% |
| 3Y | -99.3% | -7.8% | -91.4% | -99.3% |
| 5Y | -99.9% | +18.7% | -118.6% | -99.9% |
| All | -98.6% | +294.2% | -392.8% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling