+267.4%
RTX vs FCUV
-98.2%
+365.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | +0.1% |
| 7D | +4.8% | +148.8% | -144.0% | +4.8% |
| 30D | +6.5% | +95.0% | -88.5% | +6.5% |
| 3M | -9.6% | +27.8% | -37.4% | -9.6% |
| 6M | +12.3% | +121.0% | -108.6% | +12.4% |
| YTD | +9.5% | -78.1% | +87.6% | +9.4% |
| 1Y | +15.8% | -94.3% | +110.1% | +15.7% |
| 3Y | +157.0% | -98.9% | +255.9% | +156.8% |
| 5Y | +148.8% | -99.7% | +248.5% | +148.6% |
| All | +267.4% | -98.2% | +365.6% | +277.3% |
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