-79.0%
VFC vs FCUV
-99.9%
+20.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -3.3% | -72.0% | +68.7% | -3.0% |
| 30D | -14.0% | -8.0% | -6.0% | -14.2% |
| 3M | -22.6% | +66.3% | -88.8% | -23.7% |
| 6M | -24.7% | -75.3% | +50.6% | -22.2% |
| YTD | -29.0% | -83.0% | +54.0% | -26.0% |
| 1Y | -13.8% | -94.7% | +80.9% | -7.3% |
| 3Y | -28.2% | -99.3% | +71.0% | -17.6% |
| 5Y | -79.0% | -99.9% | +20.9% | -73.7% |
| All | -79.0% | -99.9% | +20.9% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling