+34.0%
VSH vs FCUV
-99.2%
+133.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.7% |
| 7D | +3.5% | -63.8% | +67.3% | +3.8% |
| 30D | -4.4% | -14.7% | +10.3% | -4.6% |
| 3M | -45.8% | +65.3% | -111.1% | -47.3% |
| 6M | +90.1% | -68.5% | +158.6% | +89.9% |
| YTD | +120.3% | -83.0% | +203.4% | +123.3% |
| 1Y | +112.2% | -94.4% | +206.6% | +120.7% |
| All | +34.0% | -99.2% | +133.3% | +43.3% |
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