-95.8%
FCUV vs VT
+222.7%
-318.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | 0.0% | -13.6% | -13.6% |
| 7D | +62.8% | +0.4% | +62.4% | +62.6% |
| 30D | +66.5% | +1.0% | +65.5% | +64.9% |
| 3M | +459.9% | +2.4% | +457.6% | +444.7% |
| 6M | -12.4% | +12.0% | -24.4% | -21.0% |
| YTD | -47.5% | +15.3% | -62.9% | -53.3% |
| 1Y | -80.5% | +22.6% | -103.1% | -83.3% |
| 3Y | -97.6% | +74.7% | -172.3% | -98.3% |
| 5Y | -99.5% | +66.1% | -165.7% | -99.7% |
| All | -95.8% | +222.7% | -318.5% | -96.7% |
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