+2,397.0%
VRT vs FCUV
-99.8%
+2,496.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.6% |
| 7D | -7.7% | -72.0% | +64.3% | -6.6% |
| 30D | -12.0% | -8.0% | -4.0% | -12.6% |
| 3M | -11.7% | +66.3% | -77.9% | -17.8% |
| 6M | -8.1% | -75.3% | +67.2% | -11.8% |
| YTD | +53.2% | -83.0% | +136.2% | +47.8% |
| 1Y | +81.7% | -94.7% | +176.3% | +79.0% |
| 3Y | +535.3% | -99.3% | +634.5% | +526.1% |
| 5Y | +916.4% | -99.9% | +1,016.2% | +918.7% |
| All | +2,397.0% | -99.8% | +2,496.7% | +2,333.6% |
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