+58.9%
NOC vs FCUV
-99.9%
+158.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.8% | -72.0% | +70.2% | -1.6% |
| 30D | -9.4% | -8.0% | -1.4% | -9.5% |
| 3M | -3.8% | +66.3% | -70.1% | -5.1% |
| 6M | -28.8% | -75.3% | +46.5% | -29.5% |
| YTD | -7.9% | -83.0% | +75.1% | -8.9% |
| 1Y | -9.0% | -94.7% | +85.6% | -10.0% |
| 3Y | +29.1% | -99.3% | +128.3% | +27.2% |
| 5Y | +58.9% | -99.9% | +158.8% | +58.1% |
| All | +58.9% | -99.9% | +158.8% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling