+61.8%
VNQ vs FCUV
-98.6%
+160.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.7% |
| 7D | -1.3% | -66.5% | +65.2% | -1.1% |
| 30D | -2.6% | +5.0% | -7.6% | -2.7% |
| 3M | -2.0% | +63.8% | -65.8% | -2.9% |
| 6M | +4.3% | -67.8% | +72.2% | +3.7% |
| YTD | +9.2% | -82.4% | +91.6% | +8.7% |
| 1Y | +5.6% | -94.7% | +100.4% | +5.4% |
| 3Y | +30.8% | -99.3% | +130.1% | +30.4% |
| 5Y | +8.0% | -99.9% | +107.8% | +7.8% |
| All | +61.8% | -98.6% | +160.4% | +60.0% |
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 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