+262.4%
VST vs FCUV
-99.6%
+362.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +10.6% |
| 7D | -9.8% | -13.0% | +3.2% | -9.7% |
| 30D | -25.1% | -36.9% | +11.8% | -24.9% |
| 3M | -11.6% | -65.3% | +53.8% | -11.4% |
| 6M | -20.9% | -32.9% | +12.0% | -22.1% |
| YTD | -22.3% | -91.2% | +68.9% | -20.1% |
| 1Y | -32.0% | -98.2% | +66.2% | -26.7% |
| 3Y | +262.4% | -99.6% | +362.0% | +291.8% |
| All | +262.4% | -99.6% | +362.0% | +291.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling