+297.8%
VTI vs FCUV
-98.6%
+396.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.8% |
| 7D | -0.9% | -66.5% | +65.6% | -0.8% |
| 30D | -1.4% | +5.0% | -6.4% | -1.6% |
| 3M | +3.6% | +63.8% | -60.2% | +2.6% |
| 6M | +13.6% | -67.8% | +81.4% | +12.8% |
| YTD | +12.9% | -82.4% | +95.3% | +12.2% |
| 1Y | +17.2% | -94.7% | +112.0% | +16.8% |
| 3Y | +75.7% | -99.3% | +174.9% | +74.9% |
| 5Y | +75.4% | -99.9% | +175.3% | +74.9% |
| All | +297.8% | -98.6% | +396.3% | +293.8% |
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