+242.2%
RSP vs FCUV
-97.7%
+339.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.9% |
| 7D | +1.8% | +2.4% | -0.6% | +1.8% |
| 30D | +3.5% | -25.9% | +29.4% | +3.5% |
| 3M | +0.2% | -44.8% | +45.0% | +0.2% |
| 6M | +9.1% | -3.5% | +12.6% | +8.7% |
| YTD | +16.6% | -90.7% | +107.3% | +16.4% |
| 1Y | +17.9% | -97.9% | +115.8% | +17.9% |
| 3Y | +64.6% | -99.5% | +164.1% | +64.4% |
| 5Y | +48.4% | -99.9% | +148.3% | +48.3% |
| 10Y | +212.9% | -99.3% | +312.2% | +215.0% |
| All | +242.2% | -97.7% | +339.9% | +247.9% |
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