+146.2%
VXUS vs FCUV
-98.2%
+244.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | -0.2% |
| 7D | +2.1% | +148.8% | -146.6% | +1.9% |
| 30D | -1.1% | +95.0% | -96.2% | -1.3% |
| 3M | -5.6% | +27.8% | -33.4% | -5.8% |
| 6M | -2.3% | +121.0% | -123.2% | -3.1% |
| YTD | +10.4% | -78.1% | +88.5% | +9.8% |
| 1Y | +13.1% | -94.3% | +107.3% | +12.8% |
| 3Y | +68.0% | -98.9% | +166.9% | +67.4% |
| 5Y | +45.8% | -99.7% | +145.5% | +45.5% |
| All | +146.2% | -98.2% | +244.4% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling