-72.7%
VFC vs FCUV
-95.6%
+22.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -65.2% | +63.4% | -1.8% |
| 7D | +0.8% | -47.9% | +48.8% | +0.9% |
| 30D | -11.9% | +13.7% | -25.6% | -12.0% |
| 3M | -20.2% | +97.0% | -117.2% | -20.7% |
| 6M | -23.0% | -66.1% | +43.1% | -23.2% |
| YTD | -26.2% | -81.8% | +55.5% | -26.3% |
| 1Y | -13.3% | -93.3% | +80.0% | -13.2% |
| 3Y | -25.5% | -99.2% | +73.7% | -25.3% |
| 5Y | -78.1% | -99.9% | +21.7% | -78.0% |
| 10Y | -68.8% | -98.5% | +29.7% | -68.8% |
| All | -72.7% | -95.6% | +22.9% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling