-9.7%
NOC vs FCUV
-81.1%
+71.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.7% | +11.2% | -2.5% |
| 7D | -5.2% | +62.8% | -68.0% | -5.3% |
| 30D | -7.2% | +66.5% | -73.7% | -7.4% |
| 3M | -5.1% | +459.9% | -465.1% | -6.9% |
| 6M | -31.1% | -12.4% | -18.7% | -32.1% |
| YTD | -8.6% | -47.5% | +38.9% | -9.7% |
| 1Y | -9.7% | -80.5% | +70.8% | -8.6% |
| All | -9.7% | -81.1% | +71.4% | -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 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