-98.6%
FCUV vs VIG
+250.0%
-348.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +2.9% |
| 7D | -66.5% | -1.1% | -65.4% | -66.1% |
| 30D | +5.0% | -2.7% | +7.7% | +7.0% |
| 3M | +63.8% | +2.5% | +61.2% | +61.9% |
| 6M | -67.8% | +9.2% | -77.1% | -69.5% |
| YTD | -82.4% | +9.8% | -92.2% | -83.3% |
| 1Y | -94.7% | +12.4% | -107.1% | -95.0% |
| 3Y | -99.3% | +55.9% | -155.1% | -99.4% |
| 5Y | -99.9% | +63.9% | -163.8% | -99.9% |
| All | -98.6% | +250.0% | -348.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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