+243.5%
NEM vs FCUV
-99.2%
+342.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -3.3% | -72.0% | +68.7% | -3.4% |
| 30D | +7.8% | -8.0% | +15.8% | +8.0% |
| 3M | +36.3% | +66.3% | -30.0% | +37.7% |
| 6M | +6.6% | -75.3% | +81.9% | +9.6% |
| YTD | +27.1% | -83.0% | +110.1% | +30.9% |
| 1Y | +62.3% | -94.7% | +157.0% | +68.7% |
| All | +243.5% | -99.2% | +342.7% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling