+148.1%
VXUS vs FCUV
-95.6%
+243.7%
-36.0%
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% | -0.3% |
| 7D | +1.6% | -47.9% | +49.5% | +1.6% |
| 30D | +1.0% | +13.7% | -12.7% | +0.9% |
| 3M | +5.7% | +97.0% | -91.3% | +4.9% |
| 6M | +13.6% | -66.1% | +79.7% | +13.1% |
| YTD | +17.4% | -81.8% | +99.2% | +17.0% |
| 1Y | +25.1% | -93.3% | +118.4% | +24.8% |
| 3Y | +75.8% | -99.2% | +175.0% | +75.4% |
| 5Y | +55.4% | -99.9% | +155.2% | +55.2% |
| 10Y | +146.4% | -98.5% | +244.9% | +145.1% |
| All | +148.1% | -95.6% | +243.7% | +147.2% |
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