-87.2%
FCUV vs RL
+153.0%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.0% | -15.7% | -14.0% |
| 7D | +62.8% | -0.8% | +63.6% | +63.0% |
| 30D | +66.5% | -7.8% | +74.3% | +68.2% |
| 3M | +459.9% | -4.0% | +463.9% | +457.8% |
| 6M | -12.4% | -1.9% | -10.5% | -13.1% |
| YTD | -47.5% | -0.2% | -47.4% | -47.9% |
| 1Y | -80.5% | +10.7% | -91.2% | -81.0% |
| 3Y | -97.6% | +210.8% | -308.4% | -98.0% |
| 5Y | -99.5% | +238.2% | -337.8% | -99.6% |
| 10Y | -95.8% | +313.4% | -409.1% | -96.3% |
| All | -87.2% | +153.0% | -240.2% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling