+179.4%
RCL vs FCUV
-99.2%
+278.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -65.2% | +65.0% | -0.2% |
| 7D | -0.5% | -47.9% | +47.5% | -0.4% |
| 30D | -17.3% | +13.7% | -31.0% | -17.4% |
| 3M | -2.8% | +97.0% | -99.8% | -3.3% |
| 6M | -4.4% | -66.1% | +61.7% | -3.3% |
| YTD | -4.2% | -81.8% | +77.6% | -2.4% |
| 1Y | -23.4% | -93.3% | +69.9% | -21.2% |
| 3Y | +179.4% | -99.2% | +278.6% | +210.0% |
| All | +179.4% | -99.2% | +278.6% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling