+221.4%
VT vs FCUV
-97.9%
+319.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -2.3% | -13.0% | +10.6% | -2.3% |
| 30D | -5.0% | -36.9% | +31.9% | -4.9% |
| 3M | -4.9% | -65.3% | +60.5% | -4.8% |
| 6M | -1.5% | -32.9% | +31.3% | -2.1% |
| YTD | +8.5% | -91.2% | +99.7% | +8.1% |
| 1Y | +11.4% | -98.2% | +109.6% | +11.3% |
| 3Y | +70.1% | -99.6% | +169.7% | +69.7% |
| 5Y | +53.7% | -99.9% | +153.6% | +53.5% |
| 10Y | +220.0% | -99.3% | +319.2% | +220.4% |
| All | +221.4% | -97.9% | +319.3% | +223.8% |
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 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