-68.5%
VFC vs FCUV
-98.6%
+30.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +4.4% |
| 7D | -1.4% | -66.5% | +65.1% | -1.3% |
| 30D | -9.0% | +5.0% | -13.9% | -9.1% |
| 3M | -24.2% | +63.8% | -88.0% | -24.8% |
| 6M | -18.5% | -67.8% | +49.3% | -18.7% |
| YTD | -25.9% | -82.4% | +56.5% | -26.0% |
| 1Y | -13.0% | -94.7% | +81.8% | -12.7% |
| 3Y | -20.3% | -99.3% | +78.9% | -20.1% |
| 5Y | -78.1% | -99.9% | +21.8% | -78.0% |
| All | -68.5% | -98.6% | +30.0% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling