+219.8%
VT vs FCUV
-99.3%
+319.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +0.4% | -15.4% | +15.8% | +0.4% |
| 30D | -2.6% | -32.9% | +30.3% | -2.5% |
| 3M | -3.2% | -46.2% | +42.9% | -3.2% |
| 6M | +0.9% | -30.0% | +30.9% | +0.2% |
| YTD | +11.3% | -91.4% | +102.7% | +10.9% |
| 1Y | +14.0% | -98.1% | +112.1% | +13.9% |
| 3Y | +75.8% | -99.6% | +175.4% | +75.4% |
| 5Y | +57.8% | -99.9% | +157.7% | +57.6% |
| 10Y | +219.8% | -99.3% | +319.1% | +218.2% |
| All | +219.8% | -99.3% | +319.1% | +218.2% |
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