+558.9%
RMBS vs FCUV
-98.6%
+657.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.9% |
| 7D | +1.8% | -66.5% | +68.2% | +2.0% |
| 30D | -13.9% | +5.0% | -18.9% | -14.1% |
| 3M | -39.8% | +63.8% | -103.6% | -41.2% |
| 6M | -6.0% | -67.8% | +61.8% | -7.6% |
| YTD | -5.4% | -82.4% | +77.1% | -6.6% |
| 1Y | -1.8% | -94.7% | +92.9% | -2.6% |
| 3Y | +53.7% | -99.3% | +152.9% | +52.2% |
| 5Y | +268.5% | -99.9% | +368.4% | +265.7% |
| All | +558.9% | -98.6% | +657.4% | +522.2% |
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