+42.5%
VCIT vs FCUV
-87.2%
+129.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.6% | 0.0% |
| 7D | -0.3% | +62.8% | -63.2% | -0.3% |
| 30D | -0.8% | +66.5% | -67.3% | -0.8% |
| 3M | -1.0% | +459.9% | -461.0% | -1.0% |
| 6M | -1.8% | -12.4% | +10.5% | -1.9% |
| YTD | -0.7% | -47.5% | +46.8% | -0.7% |
| 1Y | +1.0% | -80.5% | +81.5% | +1.0% |
| 3Y | +18.8% | -97.6% | +116.5% | +18.8% |
| 5Y | +3.5% | -99.5% | +103.0% | +3.5% |
| 10Y | +29.2% | -95.8% | +125.0% | +29.3% |
| All | +42.5% | -87.2% | +129.8% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling