+148.2%
VSH vs FCUV
-94.7%
+242.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +136.0% | -140.2% | -4.7% |
| 7D | +14.3% | +148.8% | -134.4% | +13.8% |
| 30D | -7.9% | +95.0% | -102.9% | -8.2% |
| 3M | -19.9% | +27.8% | -47.7% | -20.2% |
| 6M | -30.5% | +121.0% | -151.5% | -32.0% |
| YTD | +85.7% | -78.1% | +163.8% | +83.1% |
| 1Y | +98.9% | -94.3% | +193.2% | +97.2% |
| 3Y | +32.1% | -98.9% | +131.0% | +30.7% |
| 5Y | +39.7% | -99.7% | +139.4% | +38.5% |
| 10Y | +117.6% | -98.2% | +215.8% | +112.4% |
| All | +148.2% | -94.7% | +242.8% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling