+679.8%
RMBS vs FCUV
-95.9%
+775.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | +0.9% |
| 7D | +3.5% | -63.8% | +67.2% | +3.7% |
| 30D | -8.6% | -14.7% | +6.1% | -8.8% |
| 3M | -40.3% | +65.3% | -105.6% | -41.6% |
| 6M | -1.0% | -68.5% | +67.5% | -2.6% |
| YTD | -4.6% | -83.0% | +78.4% | -5.9% |
| 1Y | +17.6% | -94.4% | +112.0% | +16.6% |
| 3Y | +58.6% | -99.3% | +157.9% | +57.1% |
| 5Y | +270.9% | -99.9% | +370.8% | +268.1% |
| 10Y | +569.1% | -98.6% | +667.7% | +550.8% |
| All | +679.8% | -95.9% | +775.7% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling