-100.0%
VIVK vs FCUV
-98.1%
-1.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -7.5% | -19.9% | -27.4% |
| 7D | -68.7% | -8.6% | -60.1% | -68.6% |
| 30D | -90.0% | -25.9% | -64.1% | -90.0% |
| 3M | -98.1% | -69.8% | -28.2% | -98.0% |
| 6M | -99.9% | -31.6% | -68.3% | -99.9% |
| YTD | -99.9% | -90.1% | -9.8% | -99.9% |
| 1Y | -100.0% | -98.0% | -2.0% | -100.0% |
| All | -100.0% | -98.1% | -1.9% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling