+75.4%
VEA vs FCUV
-99.2%
+174.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.1% |
| 7D | -1.5% | -66.5% | +65.0% | -1.4% |
| 30D | -0.8% | +5.0% | -5.8% | -0.8% |
| 3M | +2.5% | +63.8% | -61.3% | +2.6% |
| 6M | +11.1% | -67.8% | +79.0% | +12.4% |
| YTD | +17.2% | -82.4% | +99.6% | +18.9% |
| 1Y | +24.5% | -94.7% | +119.2% | +27.4% |
| 3Y | +75.4% | -99.3% | +174.7% | +81.1% |
| All | +75.4% | -99.2% | +174.6% | +81.1% |
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