+924.6%
VGT vs FCUV
-95.9%
+1,020.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.0% | -72.0% | +70.9% | -0.9% |
| 30D | -0.4% | -8.0% | +7.6% | -0.5% |
| 3M | +6.6% | +66.3% | -59.6% | +5.5% |
| 6M | +31.0% | -75.3% | +106.3% | +30.3% |
| YTD | +27.2% | -83.0% | +110.2% | +26.6% |
| 1Y | +34.5% | -94.7% | +129.1% | +34.1% |
| 3Y | +123.1% | -99.3% | +222.4% | +122.5% |
| 5Y | +135.1% | -99.9% | +235.0% | +134.7% |
| 10Y | +803.4% | -98.6% | +902.0% | +802.6% |
| All | +924.6% | -95.9% | +1,020.5% | +929.4% |
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