+46.8%
VMC vs FCUV
-99.9%
+146.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.7% | -72.0% | +68.3% | -3.4% |
| 30D | -12.8% | -8.0% | -4.8% | -12.9% |
| 3M | -7.9% | +66.3% | -74.2% | -9.1% |
| 6M | -7.5% | -75.3% | +67.8% | -6.3% |
| YTD | -11.6% | -83.0% | +71.3% | -10.1% |
| 1Y | -14.3% | -94.7% | +80.4% | -11.3% |
| 3Y | +18.5% | -99.3% | +117.8% | +27.0% |
| 5Y | +46.8% | -99.9% | +146.6% | +67.2% |
| All | +46.8% | -99.9% | +146.6% | +67.2% |
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