+302.3%
NEM vs FCUV
-98.6%
+400.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -1.0% | -66.5% | +65.5% | -1.0% |
| 30D | +7.8% | +5.0% | +2.9% | +7.9% |
| 3M | +30.2% | +63.8% | -33.6% | +30.6% |
| 6M | +9.6% | -67.8% | +77.4% | +10.1% |
| YTD | +27.8% | -82.4% | +110.2% | +28.4% |
| 1Y | +60.7% | -94.7% | +155.4% | +61.6% |
| 3Y | +245.3% | -99.3% | +344.5% | +247.0% |
| 5Y | +155.3% | -99.9% | +255.2% | +156.5% |
| All | +302.3% | -98.6% | +400.9% | +307.3% |
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