-66.1%
FCUV vs RNG
+70.0%
-136.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -4.4% | -60.9% | -61.2% |
| 7D | -47.9% | -0.8% | -47.1% | -42.5% |
| 30D | +13.7% | +11.4% | +2.3% | +15.4% |
| 3M | +97.0% | +72.1% | +24.9% | +74.3% |
| All | -66.1% | +70.0% | -136.1% | -69.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling