-99.5%
FCUV vs REPL
+98.6%
-198.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.3% |
| 7D | +2.4% | +9.8% | -7.4% | -5.4% |
| 30D | -25.9% | +81.5% | -107.4% | -55.0% |
| 3M | -44.8% | +44.2% | -89.0% | -60.2% |
| 6M | -3.5% | +437.4% | -440.9% | -52.5% |
| YTD | -90.7% | +126.1% | -216.9% | -95.3% |
| 1Y | -97.9% | +143.1% | -241.0% | -98.9% |
| All | -99.5% | +98.6% | -198.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling