+66.6%
VZ vs FCUV
-98.5%
+165.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -65.2% | +65.8% | +0.6% |
| 7D | +0.2% | -47.9% | +48.1% | +0.2% |
| 30D | +7.1% | +13.7% | -6.5% | +7.0% |
| 3M | +12.8% | +97.0% | -84.2% | +11.9% |
| 6M | +1.8% | -66.1% | +67.9% | +1.1% |
| YTD | +30.0% | -81.8% | +111.7% | +29.1% |
| 1Y | +24.3% | -93.3% | +117.6% | +23.6% |
| 3Y | +84.3% | -99.2% | +183.5% | +83.1% |
| 5Y | +25.9% | -99.9% | +125.8% | +25.2% |
| All | +66.6% | -98.5% | +165.1% | +64.7% |
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