-99.3%
FCUV vs RNG
+119.8%
-219.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | -66.5% | -6.1% | -60.4% | -64.4% |
| 30D | +5.0% | +9.6% | -4.6% | +6.0% |
| 3M | +63.8% | +83.3% | -19.5% | +43.9% |
| 6M | -67.8% | +77.9% | -145.8% | -71.9% |
| YTD | -82.4% | +139.9% | -222.3% | -86.0% |
| 1Y | -94.7% | +121.7% | -216.4% | -95.7% |
| 3Y | -99.3% | +121.9% | -221.1% | -99.4% |
| All | -99.3% | +119.8% | -219.0% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling