+129.7%
ROP vs FCUV
-98.6%
+228.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -4.6% | -66.5% | +61.9% | -4.5% |
| 30D | -1.7% | +5.0% | -6.7% | -1.8% |
| 3M | +17.1% | +63.8% | -46.7% | +16.1% |
| 6M | +10.9% | -67.8% | +78.7% | +10.2% |
| YTD | -12.1% | -82.4% | +70.3% | -12.6% |
| 1Y | -24.2% | -94.7% | +70.5% | -24.6% |
| 3Y | -20.4% | -99.3% | +78.9% | -20.8% |
| 5Y | -15.4% | -99.9% | +84.5% | -15.8% |
| All | +129.7% | -98.6% | +228.3% | +132.1% |
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