+73.9%
VT vs FCUV
-99.5%
+173.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.9% |
| 30D | -2.5% | -25.9% | +23.4% | -2.5% |
| 3M | -3.3% | -44.8% | +41.4% | -3.3% |
| 6M | +1.5% | -3.5% | +5.0% | +0.7% |
| YTD | +11.4% | -90.7% | +102.1% | +12.4% |
| 1Y | +11.9% | -97.9% | +109.8% | +14.6% |
| All | +73.9% | -99.5% | +173.4% | +77.6% |
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