+924.9%
VLO vs FCUV
-98.6%
+1,023.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.3% |
| 7D | +5.3% | -66.5% | +71.8% | +5.4% |
| 30D | +18.2% | +5.0% | +13.3% | +18.2% |
| 3M | +53.3% | +63.8% | -10.5% | +52.7% |
| 6M | +70.4% | -67.8% | +138.3% | +69.8% |
| YTD | +143.4% | -82.4% | +225.8% | +142.6% |
| 1Y | +153.0% | -94.7% | +247.7% | +152.2% |
| 3Y | +195.0% | -99.3% | +294.2% | +193.8% |
| 5Y | +618.8% | -99.9% | +718.6% | +615.5% |
| All | +924.9% | -98.6% | +1,023.5% | +885.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling