+1,238.2%
VST vs FCUV
-98.5%
+1,336.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -65.2% | +66.9% | +1.7% |
| 7D | +9.9% | -47.9% | +57.8% | +9.9% |
| 30D | +7.9% | +13.7% | -5.7% | +7.8% |
| 3M | +3.4% | +97.0% | -93.6% | +2.6% |
| 6M | -4.1% | -66.1% | +62.0% | -4.6% |
| YTD | -5.7% | -81.8% | +76.1% | -6.0% |
| 1Y | -18.9% | -93.3% | +74.4% | -19.0% |
| 3Y | +359.1% | -99.2% | +458.3% | +357.6% |
| 5Y | +766.9% | -99.9% | +866.7% | +763.3% |
| All | +1,238.2% | -98.5% | +1,336.7% | +1,256.1% |
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 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