+434.6%
RMD vs FCUV
-94.7%
+529.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +136.0% | -135.7% | +0.1% |
| 7D | +2.1% | +148.8% | -146.7% | +1.9% |
| 30D | +2.1% | +95.0% | -93.0% | +1.9% |
| 3M | +6.2% | +27.8% | -21.6% | +6.1% |
| 6M | +19.4% | +121.0% | -101.6% | +18.7% |
| YTD | +0.5% | -78.1% | +78.7% | +0.1% |
| 1Y | -3.9% | -94.3% | +90.3% | -4.3% |
| 3Y | +72.5% | -98.9% | +171.5% | +71.7% |
| 5Y | -1.5% | -99.7% | +98.2% | -1.9% |
| 10Y | +345.8% | -98.2% | +444.0% | +345.4% |
| All | +434.6% | -94.7% | +529.3% | +445.9% |
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 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