+255.8%
VTV vs FCUV
-95.9%
+351.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.1% | -72.0% | +69.9% | -2.0% |
| 30D | -1.3% | -8.0% | +6.7% | -1.3% |
| 3M | +5.6% | +66.3% | -60.6% | +5.4% |
| 6M | +12.4% | -75.3% | +87.7% | +12.2% |
| YTD | +17.6% | -83.0% | +100.6% | +17.5% |
| 1Y | +23.5% | -94.7% | +118.2% | +23.5% |
| 3Y | +67.0% | -99.3% | +166.3% | +66.9% |
| 5Y | +80.5% | -99.9% | +180.4% | +80.4% |
| 10Y | +230.6% | -98.6% | +329.2% | +232.4% |
| All | +255.8% | -95.9% | +351.7% | +261.6% |
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