-95.9%
FCUV vs RNG
+458.3%
-554.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -6.9% |
| 7D | -63.8% | -4.1% | -59.7% | -63.0% |
| 30D | -14.7% | +8.6% | -23.3% | -14.3% |
| 3M | +65.3% | +78.0% | -12.7% | +56.7% |
| 6M | -68.5% | +67.0% | -135.5% | -70.1% |
| YTD | -83.0% | +142.4% | -225.5% | -84.6% |
| 1Y | -94.4% | +120.4% | -214.9% | -94.9% |
| 3Y | -99.3% | +122.1% | -221.4% | -99.3% |
| 5Y | -99.9% | -69.8% | -30.0% | -99.9% |
| 10Y | -98.6% | +223.4% | -322.0% | -97.0% |
| All | -95.9% | +458.3% | -554.2% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling