+87.1%
VTRS vs FCUV
-99.2%
+186.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -2.2% | -66.5% | +64.3% | -2.2% |
| 30D | +3.3% | +5.0% | -1.7% | +3.4% |
| 3M | +2.0% | +63.8% | -61.8% | +2.3% |
| 6M | +19.9% | -67.8% | +87.8% | +20.9% |
| YTD | +35.7% | -82.4% | +118.1% | +37.1% |
| 1Y | +68.1% | -94.7% | +162.8% | +70.4% |
| 3Y | +87.1% | -99.3% | +186.3% | +97.8% |
| All | +87.1% | -99.2% | +186.3% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling