-98.6%
FCUV vs RRC
+4.6%
-103.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.3% |
| 7D | -66.5% | -2.0% | -64.4% | -66.5% |
| 30D | +5.0% | +2.4% | +2.6% | +5.0% |
| 3M | +63.8% | +8.6% | +55.2% | +64.0% |
| 6M | -67.8% | -1.4% | -66.4% | -67.9% |
| YTD | -82.4% | +17.3% | -99.7% | -82.3% |
| 1Y | -94.7% | +18.1% | -112.9% | -94.7% |
| 3Y | -99.3% | +32.8% | -132.0% | -99.2% |
| 5Y | -99.9% | +147.6% | -247.4% | -99.8% |
| All | -98.6% | +4.6% | -103.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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