-97.8%
FCUV vs RL
+188.7%
-286.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.6% |
| 7D | -15.3% | +1.3% | -16.6% | -15.5% |
| 30D | -29.7% | +7.6% | -37.4% | -30.7% |
| 3M | -54.5% | -1.5% | -53.0% | -54.4% |
| 6M | -26.7% | +12.1% | -38.8% | -28.8% |
| YTD | -91.0% | +13.9% | -104.9% | -91.2% |
| 1Y | -98.0% | +20.7% | -118.7% | -98.1% |
| 3Y | -99.5% | +260.6% | -360.1% | -99.6% |
| 5Y | -99.9% | +248.9% | -348.7% | -99.9% |
| 10Y | -99.3% | +355.9% | -455.2% | -99.4% |
| All | -97.8% | +188.7% | -286.5% | -98.1% |
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