+1,216.9%
VST vs FCUV
-95.8%
+1,312.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.7% | +17.2% | +3.5% |
| 7D | +8.9% | +62.8% | -53.9% | +8.8% |
| 30D | +6.2% | +66.5% | -60.3% | +6.1% |
| 3M | -2.7% | +459.9% | -462.7% | -3.5% |
| 6M | -8.4% | -12.4% | +4.0% | -8.9% |
| YTD | -7.2% | -47.5% | +40.3% | -7.6% |
| 1Y | -20.9% | -80.5% | +59.6% | -21.1% |
| 3Y | +384.0% | -97.6% | +481.6% | +382.0% |
| 5Y | +757.1% | -99.5% | +856.6% | +752.8% |
| All | +1,216.9% | -95.8% | +1,312.6% | +1,233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling