+33.8%
VWO vs FCUV
-99.8%
+133.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -1.8% | -66.5% | +64.7% | -1.5% |
| 30D | -0.1% | +5.0% | -5.1% | -0.4% |
| 3M | +2.2% | +63.8% | -61.6% | +0.2% |
| 6M | +8.8% | -67.8% | +76.6% | +8.4% |
| YTD | +12.4% | -82.4% | +94.8% | +12.8% |
| 1Y | +15.6% | -94.7% | +110.3% | +17.8% |
| 3Y | +62.5% | -99.3% | +161.8% | +70.3% |
| All | +33.8% | -99.8% | +133.7% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling