+21.8%
VZ vs FCUV
-99.7%
+121.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +136.0% | -136.4% | -0.8% |
| 7D | +1.5% | +148.8% | -147.3% | +1.0% |
| 30D | +4.4% | +95.0% | -90.7% | +4.0% |
| 3M | -2.4% | +27.8% | -30.2% | -2.8% |
| 6M | +1.4% | +121.0% | -119.6% | -0.6% |
| YTD | +21.4% | -78.1% | +99.5% | +19.6% |
| 1Y | +20.3% | -94.3% | +114.5% | +19.3% |
| 3Y | +57.4% | -98.9% | +156.3% | +56.1% |
| All | +21.8% | -99.7% | +121.5% | +21.9% |
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