+92.0%
RIO vs FCUV
-99.9%
+191.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.2% |
| 7D | -3.4% | -72.0% | +68.6% | -3.1% |
| 30D | +0.6% | -8.0% | +8.6% | +0.4% |
| 3M | +2.5% | +66.3% | -63.7% | +1.4% |
| 6M | +10.8% | -75.3% | +86.1% | +11.8% |
| YTD | +30.5% | -83.0% | +113.4% | +32.0% |
| 1Y | +68.1% | -94.7% | +162.8% | +72.2% |
| 3Y | +94.0% | -99.3% | +193.3% | +104.9% |
| 5Y | +92.0% | -99.9% | +191.9% | +111.8% |
| All | +92.0% | -99.9% | +191.9% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling