+57.5%
VT vs FCUV
-99.7%
+157.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.9% |
| 7D | +2.4% | +148.8% | -146.4% | +1.7% |
| 30D | -1.5% | +95.0% | -96.5% | -2.0% |
| 3M | -4.1% | +27.8% | -31.9% | -4.7% |
| 6M | +0.6% | +121.0% | -120.4% | -2.0% |
| YTD | +11.0% | -78.1% | +89.2% | +11.6% |
| 1Y | +13.3% | -94.3% | +107.6% | +16.8% |
| 3Y | +73.4% | -98.9% | +172.3% | +82.2% |
| All | +57.5% | -99.7% | +157.2% | +74.3% |
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