-99.9%
FCUV vs RL
+233.3%
-333.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.7% | -5.7% |
| 7D | -63.8% | -0.3% | -63.5% | -63.3% |
| 30D | -14.7% | -17.5% | +2.8% | -7.6% |
| 3M | +65.3% | -14.0% | +79.3% | +73.4% |
| 6M | -68.5% | -2.0% | -66.5% | -69.3% |
| YTD | -83.0% | -4.6% | -78.4% | -83.1% |
| 1Y | -94.4% | +9.5% | -103.9% | -94.8% |
| 3Y | -99.3% | +200.5% | -299.7% | -99.6% |
| 5Y | -99.9% | +226.3% | -326.1% | -99.9% |
| All | -99.9% | +233.3% | -333.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling