-20.9%
VST vs FCUV
-81.1%
+60.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.7% | +17.2% | +3.5% |
| 7D | +8.9% | +62.8% | -53.9% | +8.8% |
| 30D | +6.2% | +66.5% | -60.3% | +6.1% |
| 3M | -2.7% | +459.9% | -462.7% | -2.9% |
| 6M | -8.4% | -12.4% | +4.0% | -4.8% |
| YTD | -7.2% | -47.5% | +40.3% | -2.3% |
| 1Y | -20.9% | -80.5% | +59.6% | -17.4% |
| All | -20.9% | -81.1% | +60.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling