+238.2%
RSP vs FCUV
-87.2%
+325.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | -0.5% |
| 7D | -0.8% | +62.8% | -63.6% | -0.8% |
| 30D | -0.3% | +66.5% | -66.8% | -0.4% |
| 3M | +4.3% | +459.9% | -455.7% | +3.7% |
| 6M | +8.8% | -12.4% | +21.2% | +8.4% |
| YTD | +15.3% | -47.5% | +62.8% | +14.9% |
| 1Y | +18.3% | -80.5% | +98.8% | +18.0% |
| 3Y | +52.8% | -97.6% | +150.4% | +52.4% |
| 5Y | +51.7% | -99.5% | +151.3% | +51.4% |
| 10Y | +208.5% | -95.8% | +304.2% | +210.1% |
| All | +238.2% | -87.2% | +325.5% | +243.4% |
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