-98.6%
FCUV vs VEU
+155.0%
-253.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +2.6% |
| 7D | -66.5% | -1.4% | -65.0% | -66.0% |
| 30D | +5.0% | -0.4% | +5.4% | +5.8% |
| 3M | +63.8% | +2.5% | +61.3% | +58.5% |
| 6M | -67.8% | +11.1% | -79.0% | -71.1% |
| YTD | -82.4% | +16.5% | -98.9% | -84.6% |
| 1Y | -94.7% | +22.9% | -117.7% | -95.6% |
| 3Y | -99.3% | +73.4% | -172.7% | -99.5% |
| 5Y | -99.9% | +56.1% | -156.0% | -99.9% |
| All | -98.6% | +155.0% | -253.6% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling