-99.9%
FCUV vs REPL
-53.9%
-46.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.2% | -4.9% | -5.5% |
| 7D | -63.8% | -9.6% | -54.2% | -60.5% |
| 30D | -14.7% | +5.7% | -20.4% | -17.6% |
| 3M | +65.3% | +56.4% | +8.9% | +25.5% |
| 6M | -68.5% | +67.4% | -135.9% | -76.5% |
| YTD | -83.0% | +48.7% | -131.7% | -87.3% |
| 1Y | -94.4% | +148.3% | -242.7% | -96.0% |
| 3Y | -99.3% | -26.7% | -72.6% | -99.4% |
| 5Y | -99.9% | -54.1% | -45.7% | -99.9% |
| All | -99.9% | -53.9% | -46.0% | -99.9% |
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