-77.0%
RIG vs FCUV
-95.7%
+18.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.7% |
| 7D | -3.1% | -66.5% | +63.4% | -3.1% |
| 30D | -0.5% | +5.0% | -5.5% | -0.5% |
| 3M | -6.0% | +63.8% | -69.8% | -6.0% |
| 6M | -10.1% | -67.8% | +57.7% | -10.4% |
| YTD | +37.3% | -82.4% | +119.7% | +36.7% |
| 1Y | +73.9% | -94.7% | +168.7% | +72.7% |
| 3Y | -30.2% | -99.3% | +69.1% | -30.6% |
| 5Y | +62.5% | -99.9% | +162.3% | +61.0% |
| 10Y | -42.3% | -98.6% | +56.3% | -38.8% |
| All | -77.0% | -95.7% | +18.7% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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