+364.5%
NOC vs FCUV
-95.6%
+460.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -65.2% | +65.9% | +0.6% |
| 7D | -2.7% | -47.9% | +45.2% | -2.7% |
| 30D | -8.9% | +13.7% | -22.5% | -8.8% |
| 3M | -3.7% | +97.0% | -100.7% | -3.2% |
| 6M | -30.8% | -66.1% | +35.3% | -30.6% |
| YTD | -7.9% | -81.8% | +73.8% | -7.8% |
| 1Y | -9.4% | -93.3% | +83.9% | -9.4% |
| 3Y | +29.0% | -99.2% | +128.2% | +29.0% |
| 5Y | +56.1% | -99.9% | +155.9% | +55.7% |
| 10Y | +186.3% | -98.5% | +284.8% | +195.5% |
| All | +364.5% | -95.6% | +460.0% | +384.0% |
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