+752.5%
NEM vs FCUV
-95.6%
+848.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -65.2% | +64.5% | -0.8% |
| 7D | +3.9% | -47.9% | +51.8% | +3.8% |
| 30D | +12.7% | +13.7% | -0.9% | +12.8% |
| 3M | +28.7% | +97.0% | -68.3% | +29.4% |
| 6M | +9.8% | -66.1% | +75.9% | +10.4% |
| YTD | +28.1% | -81.8% | +109.9% | +28.9% |
| 1Y | +69.3% | -93.3% | +162.6% | +70.4% |
| 3Y | +247.7% | -99.2% | +346.9% | +249.7% |
| 5Y | +153.4% | -99.9% | +253.2% | +154.6% |
| 10Y | +291.3% | -98.5% | +389.8% | +302.7% |
| All | +752.5% | -95.6% | +848.1% | +796.2% |
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