-80.5%
FCUV vs REPL
+161.1%
-241.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.6% | -12.0% | -11.7% |
| 7D | +62.8% | -3.0% | +65.8% | +68.6% |
| 30D | +66.5% | +27.1% | +39.4% | +19.2% |
| 3M | +459.9% | +52.4% | +407.6% | +200.2% |
| 6M | -12.4% | +107.4% | -119.8% | -53.2% |
| YTD | -47.5% | +54.7% | -102.3% | -71.1% |
| 1Y | -80.5% | +158.9% | -239.4% | -90.3% |
| All | -80.5% | +161.1% | -241.6% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling