-99.3%
FCUV vs VT
+215.5%
-314.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -13.0% | -2.3% | -10.6% | -11.5% |
| 30D | -36.9% | -5.0% | -31.9% | -34.6% |
| 3M | -65.3% | -4.9% | -60.5% | -64.0% |
| 6M | -32.9% | -1.5% | -31.3% | -32.7% |
| YTD | -91.2% | +8.5% | -99.7% | -91.8% |
| 1Y | -98.2% | +11.4% | -109.6% | -98.4% |
| 3Y | -99.6% | +70.1% | -169.7% | -99.7% |
| 5Y | -99.9% | +53.7% | -153.6% | -99.9% |
| All | -99.3% | +215.5% | -314.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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