+195.5%
VSH vs FCUV
-87.2%
+282.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -13.7% | +18.1% | +4.5% |
| 7D | +4.1% | +62.8% | -58.8% | +3.8% |
| 30D | -4.2% | +66.5% | -70.7% | -4.4% |
| 3M | -50.0% | +459.9% | -509.9% | -51.0% |
| 6M | +80.2% | -12.4% | +92.6% | +77.4% |
| YTD | +121.1% | -47.5% | +168.6% | +118.0% |
| 1Y | +112.0% | -80.5% | +192.5% | +109.8% |
| 3Y | +22.5% | -97.6% | +120.2% | +21.3% |
| 5Y | +64.0% | -99.5% | +163.6% | +62.7% |
| 10Y | +170.4% | -95.8% | +266.1% | +163.9% |
| All | +195.5% | -87.2% | +282.8% | +188.3% |
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 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