-80.5%
FCUV vs RNG
+144.7%
-225.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.9% | -9.8% | -11.5% |
| 7D | +62.8% | +5.8% | +57.1% | +60.2% |
| 30D | +66.5% | +19.6% | +46.9% | +52.6% |
| 3M | +459.9% | +67.0% | +392.9% | +363.1% |
| 6M | -12.4% | +88.4% | -100.7% | -29.4% |
| YTD | -47.5% | +155.5% | -203.0% | -62.4% |
| 1Y | -80.5% | +141.7% | -222.2% | -86.1% |
| All | -80.5% | +144.7% | -225.2% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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