+605.1%
RVMD vs FCUV
-99.5%
+704.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -3.0% | -66.5% | +63.5% | -3.0% |
| 30D | -0.7% | +5.0% | -5.7% | -0.6% |
| 3M | +36.5% | +63.8% | -27.2% | +37.4% |
| 6M | +104.6% | -67.8% | +172.4% | +106.7% |
| YTD | +155.8% | -82.4% | +238.2% | +158.9% |
| 1Y | +340.7% | -94.7% | +435.4% | +347.3% |
| 3Y | +519.9% | -99.3% | +619.2% | +529.7% |
| 5Y | +584.9% | -99.9% | +684.8% | +597.3% |
| All | +605.1% | -99.5% | +704.6% | +620.1% |
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 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