+272.6%
NI vs FCUV
-95.9%
+368.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.6% |
| 7D | +1.3% | -63.8% | +65.0% | +1.3% |
| 30D | -0.3% | -14.7% | +14.4% | -0.3% |
| 3M | -9.5% | +65.3% | -74.8% | -9.4% |
| 6M | -10.2% | -68.5% | +58.2% | -10.1% |
| YTD | +1.8% | -83.0% | +84.8% | +1.9% |
| 1Y | +5.7% | -94.4% | +100.1% | +5.9% |
| 3Y | +69.6% | -99.3% | +168.9% | +69.9% |
| 5Y | +95.8% | -99.9% | +195.6% | +96.2% |
| 10Y | +145.1% | -98.6% | +243.7% | +148.1% |
| All | +272.6% | -95.9% | +368.5% | +284.4% |
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