+1,179.1%
VST vs FCUV
-99.3%
+1,278.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +19.2% | +2.4% | +16.8% | +19.1% |
| 30D | -17.2% | -25.9% | +8.8% | -17.1% |
| 3M | -8.1% | -44.8% | +36.6% | -8.1% |
| 6M | -8.1% | -3.5% | -4.7% | -8.7% |
| YTD | -16.3% | -90.7% | +74.5% | -16.5% |
| 1Y | -24.1% | -97.9% | +73.8% | -24.1% |
| 3Y | +300.2% | -99.5% | +399.7% | +299.4% |
| 5Y | +645.9% | -99.9% | +745.8% | +644.2% |
| All | +1,179.1% | -99.3% | +1,278.4% | +1,200.2% |
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