-24.2%
VFC vs FCUV
-99.2%
+75.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -4.0% | -72.0% | +68.0% | -4.0% |
| 30D | -14.6% | -8.0% | -6.6% | -14.6% |
| 3M | -23.1% | +66.3% | -89.4% | -22.5% |
| 6M | -25.2% | -75.3% | +50.1% | -22.3% |
| YTD | -29.5% | -83.0% | +53.5% | -26.4% |
| 1Y | -14.4% | -94.7% | +80.3% | -8.9% |
| All | -24.2% | -99.2% | +75.1% | -14.3% |
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