+84.9%
NOK vs FCUV
-95.9%
+180.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.1% | +1.0% |
| 7D | +9.3% | -63.8% | +73.1% | +9.4% |
| 30D | +17.9% | -14.7% | +32.5% | +17.7% |
| 3M | -22.3% | +65.3% | -87.6% | -22.9% |
| 6M | +36.4% | -68.5% | +104.9% | +35.6% |
| YTD | +66.3% | -83.0% | +149.3% | +65.6% |
| 1Y | +134.4% | -94.4% | +228.8% | +133.8% |
| 3Y | +186.6% | -99.3% | +285.9% | +185.7% |
| 5Y | +102.7% | -99.9% | +202.5% | +102.4% |
| 10Y | +129.8% | -98.6% | +228.4% | +125.4% |
| All | +84.9% | -95.9% | +180.8% | +79.7% |
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