+473.2%
VLO vs FCUV
-99.7%
+572.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +136.0% | -134.7% | +0.6% |
| 7D | +9.6% | +148.8% | -139.1% | +8.8% |
| 30D | -17.4% | +95.0% | -112.4% | -17.9% |
| 3M | +10.8% | +27.8% | -17.0% | +9.9% |
| 6M | +56.9% | +121.0% | -64.0% | +52.7% |
| YTD | +136.8% | -78.1% | +214.9% | +135.6% |
| 1Y | +120.7% | -94.3% | +214.9% | +122.6% |
| 3Y | +231.9% | -98.9% | +330.8% | +233.5% |
| All | +473.2% | -99.7% | +572.9% | +483.7% |
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