+137.9%
VGT vs FCUV
-99.8%
+237.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +1.2% |
| 7D | -0.2% | -66.5% | +66.3% | +0.3% |
| 30D | -0.4% | +5.0% | -5.4% | -0.8% |
| 3M | +4.4% | +63.8% | -59.4% | +1.6% |
| 6M | +32.1% | -67.8% | +99.9% | +32.7% |
| YTD | +28.8% | -82.4% | +111.2% | +31.2% |
| 1Y | +35.3% | -94.7% | +130.1% | +42.0% |
| 3Y | +124.8% | -99.3% | +224.0% | +146.0% |
| All | +137.9% | -99.8% | +237.8% | +177.4% |
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 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