-99.2%
FCUV vs RL
+211.8%
-311.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.1% | -64.1% | -64.9% |
| 7D | -47.9% | +1.9% | -49.8% | -47.9% |
| 30D | +13.7% | -12.2% | +25.9% | +18.4% |
| 3M | +97.0% | -6.6% | +103.6% | +96.3% |
| 6M | -66.1% | +3.2% | -69.3% | -68.1% |
| YTD | -81.8% | -1.3% | -80.5% | -82.3% |
| 1Y | -93.3% | +13.6% | -106.9% | -93.8% |
| 3Y | -99.2% | +210.9% | -310.1% | -99.5% |
| All | -99.2% | +211.8% | -311.1% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling