+769.3%
VST vs FCUV
-99.5%
+868.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.7% | +17.2% | +3.6% |
| 7D | +8.9% | +62.8% | -53.9% | +8.4% |
| 30D | +6.2% | +66.5% | -60.3% | +5.5% |
| 3M | -2.7% | +459.9% | -462.7% | -7.2% |
| 6M | -8.4% | -12.4% | +4.0% | -8.5% |
| YTD | -7.2% | -47.5% | +40.3% | -6.1% |
| 1Y | -20.9% | -80.5% | +59.6% | -17.7% |
| 3Y | +384.0% | -97.6% | +481.6% | +411.1% |
| All | +769.3% | -99.5% | +868.9% | +866.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling