+91.1%
VNQ vs FCUV
-95.9%
+187.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -2.6% | -72.0% | +69.3% | -2.5% |
| 30D | -2.3% | -8.0% | +5.7% | -2.4% |
| 3M | -2.8% | +66.3% | -69.1% | -3.4% |
| 6M | +2.5% | -75.3% | +77.8% | +2.1% |
| YTD | +8.4% | -83.0% | +91.4% | +8.1% |
| 1Y | +6.8% | -94.7% | +101.4% | +6.6% |
| 3Y | +29.9% | -99.3% | +129.2% | +29.6% |
| 5Y | +7.2% | -99.9% | +107.1% | +7.1% |
| 10Y | +62.5% | -98.6% | +161.1% | +63.2% |
| All | +91.1% | -95.9% | +187.0% | +94.7% |
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 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