-98.6%
FCUV vs BTG
+159.3%
-257.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.3% |
| 7D | -66.5% | -3.8% | -62.7% | -66.4% |
| 30D | +5.0% | +3.6% | +1.3% | +5.1% |
| 3M | +63.8% | +32.0% | +31.8% | +64.6% |
| 6M | -67.8% | +3.4% | -71.2% | -67.1% |
| YTD | -82.4% | +20.8% | -103.2% | -82.2% |
| 1Y | -94.7% | +22.4% | -117.2% | -94.7% |
| 3Y | -99.3% | +91.7% | -191.0% | -99.3% |
| 5Y | -99.9% | +79.0% | -178.8% | -99.9% |
| All | -98.6% | +159.3% | -257.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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