+280.0%
RTX vs FCUV
-98.6%
+378.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.0% | -72.0% | +70.0% | -2.0% |
| 30D | -11.2% | -8.0% | -3.2% | -11.2% |
| 3M | +12.0% | +66.3% | -54.2% | +12.1% |
| 6M | -3.6% | -75.3% | +71.7% | -3.6% |
| YTD | +9.2% | -83.0% | +92.2% | +9.1% |
| 1Y | +29.7% | -94.7% | +124.4% | +29.6% |
| 3Y | +152.0% | -99.3% | +251.2% | +151.8% |
| 5Y | +165.8% | -99.9% | +265.6% | +165.4% |
| All | +280.0% | -98.6% | +378.7% | +290.3% |
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