+81.1%
VZ vs FCUV
-87.2%
+168.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.9% |
| 7D | +0.1% | +62.8% | -62.8% | 0.0% |
| 30D | +7.9% | +66.5% | -58.6% | +7.8% |
| 3M | +13.6% | +459.9% | -446.3% | +12.9% |
| 6M | +1.1% | -12.4% | +13.5% | +0.5% |
| YTD | +29.3% | -47.5% | +76.8% | +28.5% |
| 1Y | +21.2% | -80.5% | +101.7% | +20.6% |
| 3Y | +75.9% | -97.6% | +173.5% | +74.8% |
| 5Y | +24.1% | -99.5% | +123.6% | +23.4% |
| 10Y | +62.4% | -95.8% | +158.1% | +61.7% |
| All | +81.1% | -87.2% | +168.3% | +81.6% |
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