-99.7%
FCUV vs REPL
-35.0%
-64.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.4% | +136.4% | +136.3% |
| 7D | +148.8% | +1.2% | +147.5% | +145.1% |
| 30D | +95.0% | +92.2% | +2.9% | +17.2% |
| 3M | +27.8% | +44.1% | -16.3% | -5.9% |
| 6M | +121.0% | +313.0% | -192.0% | +13.6% |
| YTD | -78.1% | +125.2% | -203.4% | -88.6% |
| 1Y | -94.3% | +143.8% | -238.0% | -97.0% |
| 3Y | -98.9% | +104.2% | -203.1% | -99.5% |
| All | -99.7% | -35.0% | -64.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling