-100.0%
VIVK vs FCUV
-81.1%
-18.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -13.7% | +1.3% | -12.2% |
| 7D | -1.4% | +62.8% | -64.2% | -1.9% |
| 30D | -43.6% | +66.5% | -110.1% | -44.0% |
| 3M | -95.1% | +459.9% | -555.1% | -95.2% |
| 6M | -98.2% | -12.4% | -85.8% | -97.9% |
| YTD | -97.9% | -47.5% | -50.4% | -97.3% |
| 1Y | -100.0% | -80.5% | -19.5% | -99.9% |
| All | -100.0% | -81.1% | -18.9% | -99.9% |
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 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