+88.5%
VTR vs FCUV
-95.9%
+184.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | -2.9% | -63.8% | +60.8% | -2.8% |
| 30D | -2.8% | -14.7% | +11.9% | -2.9% |
| 3M | +9.0% | +65.3% | -56.3% | +8.1% |
| 6M | +5.0% | -68.5% | +73.4% | +4.2% |
| YTD | +16.9% | -83.0% | +100.0% | +16.2% |
| 1Y | +34.3% | -94.4% | +128.7% | +33.6% |
| 3Y | +131.6% | -99.3% | +230.8% | +130.2% |
| 5Y | +88.0% | -99.9% | +187.9% | +87.1% |
| 10Y | +97.8% | -98.6% | +196.4% | +98.3% |
| All | +88.5% | -95.9% | +184.4% | +91.9% |
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