+1,934.0%
VRT vs FCUV
-99.7%
+2,033.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +136.0% | -139.6% | -5.4% |
| 7D | +10.5% | +148.8% | -138.3% | +8.4% |
| 30D | -9.3% | +95.0% | -104.4% | -10.7% |
| 3M | -29.6% | +27.8% | -57.4% | -30.9% |
| 6M | -45.4% | +121.0% | -166.3% | -49.8% |
| YTD | +24.8% | -78.1% | +103.0% | +19.1% |
| 1Y | +23.6% | -94.3% | +117.9% | +21.5% |
| 3Y | +379.7% | -98.9% | +478.6% | +367.0% |
| 5Y | +660.3% | -99.7% | +760.0% | +652.9% |
| All | +1,934.0% | -99.7% | +2,033.7% | +1,861.9% |
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