+194.3%
NOK vs FCUV
-99.2%
+293.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +4.8% |
| 7D | +11.0% | -66.5% | +77.4% | +10.8% |
| 30D | +7.8% | +5.0% | +2.9% | +7.8% |
| 3M | -21.0% | +63.8% | -84.8% | -20.8% |
| 6M | +40.9% | -67.8% | +108.7% | +41.5% |
| YTD | +72.0% | -82.4% | +154.4% | +73.1% |
| 1Y | +140.9% | -94.7% | +235.7% | +143.1% |
| 3Y | +194.3% | -99.3% | +293.5% | +213.9% |
| All | +194.3% | -99.2% | +293.5% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling