-98.6%
FCUV vs RNG
+222.9%
-321.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | -66.5% | -6.1% | -60.4% | -65.6% |
| 30D | +5.0% | +9.6% | -4.6% | +5.4% |
| 3M | +63.8% | +83.3% | -19.5% | +53.9% |
| 6M | -67.8% | +77.9% | -145.8% | -69.9% |
| YTD | -82.4% | +139.9% | -222.3% | -84.1% |
| 1Y | -94.7% | +121.7% | -216.4% | -95.2% |
| 3Y | -99.3% | +121.9% | -221.1% | -99.3% |
| 5Y | -99.9% | -68.4% | -31.5% | -99.9% |
| All | -98.6% | +222.9% | -321.5% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling