-98.6%
FCUV vs RL
+308.3%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -72.0% | -2.2% | -69.8% | -71.7% |
| 30D | -8.0% | -15.3% | +7.3% | -4.8% |
| 3M | +66.3% | -10.3% | +76.6% | +68.6% |
| 6M | -75.3% | -2.2% | -73.1% | -75.5% |
| YTD | -83.0% | -4.3% | -78.7% | -82.9% |
| 1Y | -94.7% | +8.9% | -103.5% | -94.8% |
| 3Y | -99.3% | +201.4% | -300.7% | -99.4% |
| 5Y | -99.9% | +230.6% | -330.4% | -99.9% |
| All | -98.6% | +308.3% | -407.0% | -98.7% |
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