-80.5%
FCUV vs VCLT
-0.4%
-80.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.1% | -13.8% | -13.3% |
| 7D | +62.8% | -0.5% | +63.3% | +60.5% |
| 30D | +66.5% | -0.9% | +67.4% | +62.0% |
| 3M | +459.9% | -3.2% | +463.2% | +464.1% |
| 6M | -12.4% | -3.8% | -8.6% | -10.7% |
| YTD | -47.5% | -2.0% | -45.5% | -46.9% |
| 1Y | -80.5% | -0.8% | -79.7% | -80.0% |
| All | -80.5% | -0.4% | -80.1% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling