-100.0%
VIVK vs FCUV
-99.8%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.3% | -10.6% | -7.4% |
| 7D | -4.4% | -66.5% | +62.1% | -3.5% |
| 30D | -40.8% | +5.0% | -45.8% | -41.3% |
| 3M | -94.1% | +63.8% | -157.9% | -94.4% |
| 6M | -98.2% | -67.8% | -30.4% | -98.2% |
| YTD | -98.0% | -82.4% | -15.6% | -97.9% |
| 1Y | -100.0% | -94.7% | -5.2% | -100.0% |
| 3Y | -100.0% | -99.3% | -0.7% | -100.0% |
| All | -100.0% | -99.8% | -0.1% | -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 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