+16.7%
VEEV vs FCUV
-99.2%
+115.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -4.6% | -66.5% | +61.9% | -4.1% |
| 30D | +8.6% | +5.0% | +3.7% | +8.3% |
| 3M | +62.4% | +63.8% | -1.4% | +57.4% |
| 6M | +40.3% | -67.8% | +108.1% | +38.8% |
| YTD | +17.5% | -82.4% | +100.0% | +17.3% |
| 1Y | -6.1% | -94.7% | +88.6% | -4.7% |
| 3Y | +16.7% | -99.3% | +115.9% | +13.1% |
| All | +16.7% | -99.2% | +115.9% | +13.1% |
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