-98.2%
FCUV vs RL
+337.1%
-435.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -1.2% | +137.2% | +136.2% |
| 7D | +148.8% | +2.6% | +146.2% | +147.0% |
| 30D | +95.0% | +2.9% | +92.1% | +93.4% |
| 3M | +27.8% | 0.0% | +27.8% | +27.4% |
| 6M | +121.0% | +17.1% | +103.9% | +109.7% |
| YTD | -78.1% | +10.1% | -88.3% | -78.8% |
| 1Y | -94.3% | +17.3% | -111.6% | -94.5% |
| 3Y | -98.9% | +249.3% | -348.2% | -99.2% |
| 5Y | -99.7% | +240.9% | -340.6% | -99.8% |
| All | -98.2% | +337.1% | -435.3% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling