-0.6%
NLY vs FCUV
-98.2%
+97.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | -0.4% |
| 7D | +2.1% | -14.0% | +16.0% | +2.0% |
| 30D | +2.3% | -31.2% | +33.6% | +2.2% |
| 3M | -13.7% | -71.3% | +57.6% | -13.8% |
| 6M | -9.6% | -36.9% | +27.2% | -8.6% |
| YTD | -6.5% | -91.0% | +84.5% | -5.5% |
| 1Y | -0.6% | -98.2% | +97.6% | +1.4% |
| All | -0.6% | -98.2% | +97.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling