+13.3%
RMBS vs FCUV
-81.1%
+94.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +15.0% | +1.3% |
| 7D | -0.3% | +62.8% | -63.2% | -0.4% |
| 30D | -12.2% | +66.5% | -78.7% | -12.2% |
| 3M | -49.5% | +459.9% | -509.5% | -49.8% |
| 6M | -7.1% | -12.4% | +5.2% | -2.5% |
| YTD | -7.0% | -47.5% | +40.5% | +2.2% |
| 1Y | +13.3% | -80.5% | +93.8% | +37.9% |
| All | +13.3% | -81.1% | +94.5% | +37.9% |
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