+408.2%
RMD vs FCUV
-87.2%
+495.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.7% | +13.3% | -0.4% |
| 7D | -5.0% | +62.8% | -67.8% | -5.0% |
| 30D | +2.2% | +66.5% | -64.3% | +2.1% |
| 3M | +17.8% | +459.9% | -442.1% | +17.2% |
| 6M | -11.3% | -12.4% | +1.0% | -11.8% |
| YTD | -4.4% | -47.5% | +43.1% | -4.9% |
| 1Y | -15.7% | -80.5% | +64.8% | -16.1% |
| 3Y | +47.7% | -97.6% | +145.4% | +47.1% |
| 5Y | -19.2% | -99.5% | +80.3% | -19.6% |
| 10Y | +280.4% | -95.8% | +376.1% | +280.1% |
| All | +408.2% | -87.2% | +495.5% | +419.0% |
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 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