-99.6%
FCUV vs VLTO
+55.4%
-155.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.6% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | -25.9% | +18.7% | -44.6% | -26.8% |
| 3M | -44.8% | +21.7% | -66.5% | -45.5% |
| 6M | -3.5% | +35.8% | -39.3% | -8.8% |
| YTD | -90.7% | +18.3% | -109.0% | -90.9% |
| 1Y | -97.9% | +20.9% | -118.8% | -97.9% |
| 3Y | -99.5% | +68.8% | -168.4% | -99.6% |
| All | -99.6% | +55.4% | -155.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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