+296.7%
VST vs FCUV
-98.9%
+395.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +136.0% | -137.1% | -1.9% |
| 7D | +6.6% | +148.8% | -142.2% | +5.7% |
| 30D | -12.4% | +95.0% | -107.4% | -13.0% |
| 3M | -9.0% | +27.8% | -36.8% | -9.7% |
| 6M | -6.4% | +121.0% | -127.4% | -9.4% |
| YTD | -17.2% | -78.1% | +61.0% | -15.6% |
| 1Y | -22.0% | -94.3% | +72.2% | -17.4% |
| 3Y | +296.7% | -98.9% | +395.6% | +317.8% |
| All | +296.7% | -98.9% | +395.6% | +317.8% |
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