+466.4%
VUG vs FCUV
-95.6%
+562.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.9% | -0.2% |
| 7D | +0.9% | -47.9% | +48.8% | +0.9% |
| 30D | -1.4% | +13.7% | -15.1% | -1.6% |
| 3M | +2.3% | +97.0% | -94.7% | +1.2% |
| 6M | +15.7% | -66.1% | +81.8% | +14.8% |
| YTD | +8.6% | -81.8% | +90.4% | +7.9% |
| 1Y | +14.1% | -93.3% | +107.3% | +13.5% |
| 3Y | +87.9% | -99.2% | +187.1% | +86.9% |
| 5Y | +76.3% | -99.9% | +176.2% | +75.5% |
| 10Y | +409.7% | -98.5% | +508.2% | +413.6% |
| All | +466.4% | -95.6% | +562.0% | +478.1% |
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