-99.3%
FCUV vs VYM
+65.1%
-164.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.4% |
| 7D | -66.5% | -0.8% | -65.7% | -65.8% |
| 30D | +5.0% | -2.2% | +7.2% | +9.2% |
| 3M | +63.8% | +3.1% | +60.7% | +58.0% |
| 6M | -67.8% | +9.7% | -77.5% | -72.1% |
| YTD | -82.4% | +14.9% | -97.3% | -85.6% |
| 1Y | -94.7% | +17.6% | -112.3% | -95.8% |
| 3Y | -99.3% | +65.3% | -164.6% | -99.6% |
| All | -99.3% | +65.1% | -164.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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