-99.6%
FCUV vs VLTO
+69.5%
-169.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -2.8% |
| 7D | -13.0% | +5.4% | -18.4% | -12.7% |
| 30D | -36.9% | +22.3% | -59.2% | -36.3% |
| 3M | -65.3% | +19.6% | -85.0% | -65.1% |
| 6M | -32.9% | +35.2% | -68.0% | -34.5% |
| YTD | -91.2% | +17.9% | -109.1% | -91.2% |
| 1Y | -98.2% | +19.5% | -117.7% | -98.2% |
| 3Y | -99.6% | +73.9% | -173.5% | -99.5% |
| All | -99.6% | +69.5% | -169.1% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling