+77.9%
NLY vs FCUV
-98.6%
+176.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.5% |
| 7D | -4.0% | -66.5% | +62.5% | -3.9% |
| 30D | -5.2% | +5.0% | -10.2% | -5.3% |
| 3M | +2.8% | +63.8% | -61.0% | +1.9% |
| 6M | +4.2% | -67.8% | +72.0% | +3.7% |
| YTD | +4.7% | -82.4% | +87.1% | +4.3% |
| 1Y | +12.7% | -94.7% | +107.5% | +12.7% |
| 3Y | +62.5% | -99.3% | +161.8% | +62.2% |
| 5Y | +26.3% | -99.9% | +126.2% | +26.2% |
| All | +77.9% | -98.6% | +176.5% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling