-99.3%
FCUV vs VCLT
+11.3%
-110.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | -0.1% |
| 7D | -72.0% | -1.3% | -70.7% | -72.1% |
| 30D | -8.0% | -1.1% | -6.9% | -8.6% |
| 3M | +66.3% | -3.7% | +70.0% | +66.0% |
| 6M | -75.3% | -4.0% | -71.3% | -75.3% |
| YTD | -83.0% | -3.4% | -79.6% | -83.0% |
| 1Y | -94.7% | -4.1% | -90.5% | -94.7% |
| All | -99.3% | +11.3% | -110.6% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling