+409.9%
RIO vs FCUV
-95.6%
+505.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -65.2% | +65.8% | +0.4% |
| 7D | +1.9% | -47.9% | +49.9% | +1.9% |
| 30D | +5.0% | +13.7% | -8.7% | +5.1% |
| 3M | +5.1% | +97.0% | -91.9% | +6.4% |
| 6M | +17.6% | -66.1% | +83.7% | +18.7% |
| YTD | +36.3% | -81.8% | +118.1% | +37.3% |
| 1Y | +71.2% | -93.3% | +164.5% | +72.2% |
| 3Y | +102.7% | -99.2% | +201.9% | +103.9% |
| 5Y | +99.6% | -99.9% | +199.4% | +100.1% |
| 10Y | +603.1% | -98.5% | +701.6% | +660.2% |
| All | +409.9% | -95.6% | +505.5% | +472.3% |
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