+97.0%
FCUV vs NWSA
+10.0%
+87.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.9% | -63.4% | -71.5% |
| 7D | -47.9% | -2.6% | -45.3% | -59.7% |
| 30D | +13.7% | +4.6% | +9.1% | +21.1% |
| 3M | +97.0% | +10.2% | +86.8% | +119.4% |
| All | +97.0% | +10.0% | +87.0% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3mo: compounded portfolio wealth divided by compounded NWSA 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…
3mo analysis · Full analysis span regression · Available span rolling