+192.7%
VSH vs FCUV
-98.6%
+291.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.9% | +6.1% |
| 7D | +4.8% | -66.5% | +71.2% | +5.0% |
| 30D | -0.7% | +5.0% | -5.7% | -0.9% |
| 3M | -43.1% | +63.8% | -106.8% | -44.2% |
| 6M | +91.8% | -67.8% | +159.6% | +89.0% |
| YTD | +131.6% | -82.4% | +214.0% | +128.8% |
| 1Y | +118.1% | -94.7% | +212.8% | +116.5% |
| 3Y | +40.9% | -99.3% | +140.2% | +39.8% |
| 5Y | +75.8% | -99.9% | +175.6% | +74.7% |
| All | +192.7% | -98.6% | +291.3% | +182.7% |
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 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