+442.0%
VUG vs FCUV
-94.7%
+536.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +136.0% | -136.9% | -1.2% |
| 7D | +2.5% | +148.8% | -146.3% | +2.2% |
| 30D | -6.3% | +95.0% | -101.3% | -6.5% |
| 3M | -6.0% | +27.8% | -33.8% | -6.3% |
| 6M | -3.5% | +121.0% | -124.5% | -4.7% |
| YTD | +3.9% | -78.1% | +82.1% | +3.1% |
| 1Y | +5.1% | -94.3% | +99.4% | +4.5% |
| 3Y | +77.9% | -98.9% | +176.8% | +76.6% |
| 5Y | +62.4% | -99.7% | +162.1% | +61.5% |
| 10Y | +399.4% | -98.2% | +497.6% | +402.6% |
| All | +442.0% | -94.7% | +536.6% | +452.4% |
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