+64.5%
RBRK vs FCUV
-98.0%
+162.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.5% | +9.6% | +2.2% |
| 7D | -12.5% | -8.6% | -3.9% | -12.5% |
| 30D | -3.0% | -25.9% | +22.9% | -2.9% |
| 3M | +46.9% | -69.8% | +116.7% | +47.3% |
| 6M | +105.4% | -31.6% | +137.0% | +101.9% |
| YTD | +55.6% | -90.1% | +145.7% | +57.0% |
| All | +64.5% | -98.0% | +162.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling