-95.6%
FCUV vs VCLT
+32.6%
-128.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | 0.0% | -65.2% | -65.2% |
| 7D | -47.9% | +0.3% | -48.2% | -47.9% |
| 30D | +13.7% | -0.6% | +14.2% | +13.7% |
| 3M | +97.0% | -2.2% | +99.2% | +98.0% |
| 6M | -66.1% | -2.9% | -63.2% | -65.9% |
| YTD | -81.8% | -2.1% | -79.7% | -81.7% |
| 1Y | -93.3% | -2.6% | -90.7% | -93.3% |
| 3Y | -99.2% | +12.5% | -111.7% | -99.2% |
| 5Y | -99.9% | -15.3% | -84.6% | -99.9% |
| 10Y | -98.5% | +16.6% | -115.2% | -98.6% |
| All | -95.6% | +32.6% | -128.2% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling