+333.1%
RCL vs FCUV
-98.6%
+431.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.4% |
| 7D | -1.9% | -66.5% | +64.6% | -1.8% |
| 30D | -15.5% | +5.0% | -20.5% | -15.6% |
| 3M | -9.7% | +63.8% | -73.5% | -10.5% |
| 6M | -8.7% | -67.8% | +59.1% | -9.2% |
| YTD | -5.8% | -82.4% | +76.7% | -6.1% |
| 1Y | -24.5% | -94.7% | +70.3% | -24.6% |
| 3Y | +173.9% | -99.3% | +273.2% | +173.4% |
| 5Y | +228.0% | -99.9% | +327.8% | +227.9% |
| All | +333.1% | -98.6% | +431.6% | +341.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling