+331.2%
VMC vs FCUV
-95.6%
+426.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -65.2% | +63.6% | -1.6% |
| 7D | -0.5% | -47.9% | +47.4% | -0.5% |
| 30D | -9.1% | +13.7% | -22.8% | -9.1% |
| 3M | -4.1% | +97.0% | -101.1% | -4.3% |
| 6M | -5.5% | -66.1% | +60.6% | -5.5% |
| YTD | -8.9% | -81.8% | +72.8% | -8.9% |
| 1Y | -12.9% | -93.3% | +80.3% | -12.8% |
| 3Y | +22.1% | -99.2% | +121.4% | +22.3% |
| 5Y | +52.7% | -99.9% | +152.6% | +52.9% |
| 10Y | +152.7% | -98.5% | +251.3% | +154.8% |
| All | +331.2% | -95.6% | +426.7% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling