-2.5%
FCUV vs REPL
+81.2%
-83.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.6% | -12.0% | -10.9% |
| 7D | +62.8% | -3.0% | +65.8% | +70.7% |
| 30D | +66.5% | +27.1% | +39.4% | +1.0% |
| 3M | +459.9% | +52.4% | +407.6% | +112.6% |
| All | -2.5% | +81.2% | -83.7% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling