+124.0%
VRSK vs FCUV
-98.6%
+222.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -5.2% | -66.5% | +61.3% | -5.1% |
| 30D | -2.3% | +5.0% | -7.3% | -2.3% |
| 3M | -2.9% | +63.8% | -66.7% | -3.1% |
| 6M | -12.8% | -67.8% | +55.0% | -12.8% |
| YTD | -20.8% | -82.4% | +61.6% | -20.7% |
| 1Y | -33.2% | -94.7% | +61.5% | -33.0% |
| 3Y | -26.6% | -99.3% | +72.7% | -26.4% |
| 5Y | -11.3% | -99.9% | +88.5% | -11.0% |
| All | +124.0% | -98.6% | +222.5% | +121.5% |
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