-98.6%
FCUV vs RVTY
+139.0%
-237.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | -72.0% | -7.4% | -64.5% | -71.0% |
| 30D | -8.0% | +4.5% | -12.5% | -7.6% |
| 3M | +66.3% | +19.5% | +46.8% | +60.1% |
| 6M | -75.3% | +34.1% | -109.4% | -77.1% |
| YTD | -83.0% | +25.3% | -108.2% | -83.8% |
| 1Y | -94.7% | +47.0% | -141.7% | -95.1% |
| 3Y | -99.3% | +14.1% | -113.4% | -99.3% |
| 5Y | -99.9% | -34.6% | -65.3% | -99.9% |
| All | -98.6% | +139.0% | -237.6% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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