+222.5%
VT vs FCUV
-95.8%
+318.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.6% | 0.0% |
| 7D | +0.4% | +62.8% | -62.4% | +0.3% |
| 30D | +1.0% | +66.5% | -65.5% | +0.8% |
| 3M | +2.4% | +459.9% | -457.6% | +1.3% |
| 6M | +12.0% | -12.4% | +24.4% | +11.2% |
| YTD | +15.3% | -47.5% | +62.9% | +14.6% |
| 1Y | +22.6% | -80.5% | +103.1% | +22.0% |
| 3Y | +74.7% | -97.6% | +172.3% | +73.8% |
| 5Y | +66.1% | -99.5% | +165.7% | +65.6% |
| All | +222.5% | -95.8% | +318.3% | +219.8% |
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 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