-95.6%
FCUV vs NWSA
+124.5%
-220.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.9% | -63.4% | -64.9% |
| 7D | -47.9% | -2.6% | -45.3% | -47.3% |
| 30D | +13.7% | +4.6% | +9.1% | +13.7% |
| 3M | +97.0% | +10.2% | +86.8% | +94.5% |
| 6M | -66.1% | +21.6% | -87.7% | -67.5% |
| YTD | -81.8% | +14.6% | -96.4% | -82.3% |
| 1Y | -93.3% | +0.4% | -93.6% | -93.3% |
| 3Y | -99.2% | +45.0% | -144.2% | -99.3% |
| 5Y | -99.9% | +41.3% | -141.1% | -99.9% |
| 10Y | -98.5% | +142.8% | -241.3% | -98.7% |
| All | -95.6% | +124.5% | -220.0% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling