-9.9%
NKE vs FCUV
-95.9%
+86.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -5.5% | -72.0% | +66.4% | -5.4% |
| 30D | -10.4% | -8.0% | -2.4% | -10.5% |
| 3M | -15.8% | +66.3% | -82.1% | -16.3% |
| 6M | -33.4% | -75.3% | +41.9% | -33.6% |
| YTD | -41.0% | -83.0% | +42.0% | -41.1% |
| 1Y | -49.1% | -94.7% | +45.6% | -49.1% |
| 3Y | -59.8% | -99.3% | +39.5% | -59.8% |
| 5Y | -75.5% | -99.9% | +24.4% | -75.4% |
| 10Y | -23.5% | -98.6% | +75.2% | -23.3% |
| All | -9.9% | -95.9% | +86.0% | -8.6% |
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