+573.1%
VRT vs FCUV
-99.2%
+672.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.0% | -2.6% | -9.5% |
| 7D | +2.4% | -63.8% | +66.2% | +3.1% |
| 30D | -2.7% | -14.7% | +12.0% | -3.3% |
| 3M | -9.2% | +65.3% | -74.5% | -14.7% |
| 6M | -0.5% | -68.5% | +68.0% | -3.1% |
| YTD | +62.3% | -83.0% | +145.4% | +61.2% |
| 1Y | +109.6% | -94.4% | +204.0% | +115.6% |
| All | +573.1% | -99.2% | +672.3% | +646.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling