+225.7%
VIK vs FCUV
-95.1%
+320.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +1.2% |
| 7D | -0.9% | -66.5% | +65.5% | -1.0% |
| 30D | -18.4% | +5.0% | -23.4% | -18.4% |
| 3M | -8.8% | +63.8% | -72.6% | -8.7% |
| 6M | +17.1% | -67.8% | +85.0% | +17.6% |
| YTD | +19.0% | -82.4% | +101.5% | +19.7% |
| 1Y | +30.1% | -94.7% | +124.9% | +31.0% |
| All | +225.7% | -95.1% | +320.8% | +223.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling