-98.6%
FCUV vs VO
+200.3%
-298.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.8% |
| 7D | -66.5% | -1.5% | -65.0% | -66.0% |
| 30D | +5.0% | -3.0% | +8.0% | +7.3% |
| 3M | +63.8% | +2.8% | +61.0% | +61.0% |
| 6M | -67.8% | +10.9% | -78.8% | -69.9% |
| YTD | -82.4% | +12.5% | -94.9% | -83.5% |
| 1Y | -94.7% | +12.0% | -106.7% | -95.1% |
| 3Y | -99.3% | +56.3% | -155.5% | -99.4% |
| 5Y | -99.9% | +42.9% | -142.8% | -99.9% |
| All | -98.6% | +200.3% | -298.8% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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