+266.8%
RMBS vs FCUV
-99.8%
+366.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.9% |
| 7D | +1.8% | -66.5% | +68.2% | +2.5% |
| 30D | -13.9% | +5.0% | -18.9% | -14.6% |
| 3M | -39.8% | +63.8% | -103.6% | -43.2% |
| 6M | -6.0% | -67.8% | +61.8% | -6.9% |
| YTD | -5.4% | -82.4% | +77.1% | -4.0% |
| 1Y | -1.8% | -94.7% | +92.9% | +4.6% |
| 3Y | +53.7% | -99.3% | +152.9% | +70.8% |
| All | +266.8% | -99.8% | +366.7% | +331.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling