+331.6%
VTI vs FCUV
-95.9%
+427.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.0% | -72.0% | +69.9% | -1.9% |
| 30D | -1.9% | -8.0% | +6.1% | -2.0% |
| 3M | +4.5% | +66.3% | -61.7% | +3.7% |
| 6M | +12.6% | -75.3% | +87.9% | +12.0% |
| YTD | +12.0% | -83.0% | +95.0% | +11.4% |
| 1Y | +17.3% | -94.7% | +112.0% | +17.0% |
| 3Y | +75.3% | -99.3% | +174.6% | +74.7% |
| 5Y | +74.0% | -99.9% | +173.9% | +73.5% |
| 10Y | +300.0% | -98.6% | +398.6% | +301.0% |
| All | +331.6% | -95.9% | +427.4% | +336.7% |
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