+18.7%
VCIT vs FCUV
-98.9%
+117.7%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -0.1% |
| 7D | -1.4% | +148.8% | -150.2% | -1.4% |
| 30D | +0.6% | +95.0% | -94.5% | +0.6% |
| 3M | -2.2% | +27.8% | -30.0% | -2.2% |
| 6M | -2.3% | +121.0% | -123.3% | -2.1% |
| YTD | -2.2% | -78.1% | +76.0% | -2.1% |
| 1Y | -1.4% | -94.3% | +92.9% | -1.2% |
| 3Y | +18.7% | -98.9% | +117.7% | +19.8% |
| All | +18.7% | -98.9% | +117.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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