+87.7%
RIO vs FCUV
-99.2%
+187.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.2% |
| 7D | -3.4% | -72.0% | +68.6% | -3.3% |
| 30D | +0.6% | -8.0% | +8.6% | +0.5% |
| 3M | +2.5% | +66.3% | -63.7% | +2.5% |
| 6M | +10.8% | -75.3% | +86.1% | +11.9% |
| YTD | +30.5% | -83.0% | +113.4% | +31.9% |
| 1Y | +68.1% | -94.7% | +162.8% | +70.7% |
| All | +87.7% | -99.2% | +187.0% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling