-38.0%
VG vs FCUV
-97.5%
+59.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -65.2% | +67.4% | +2.7% |
| 7D | -2.5% | -47.9% | +45.4% | -2.4% |
| 30D | +11.1% | +13.7% | -2.6% | +10.3% |
| 3M | +14.9% | +97.0% | -82.1% | +10.2% |
| 6M | +18.4% | -66.1% | +84.5% | +23.3% |
| YTD | +116.6% | -81.8% | +198.3% | +131.3% |
| 1Y | +9.4% | -93.3% | +102.6% | +21.2% |
| All | -38.0% | -97.5% | +59.5% | -29.7% |
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 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