+514.0%
NOW vs FCUV
-98.2%
+612.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +136.0% | -134.4% | +1.0% |
| 7D | +0.3% | +148.8% | -148.5% | -0.3% |
| 30D | -27.0% | +95.0% | -122.0% | -27.3% |
| 3M | -19.6% | +27.8% | -47.4% | -20.0% |
| 6M | +17.5% | +121.0% | -103.5% | +14.9% |
| YTD | -33.3% | -78.1% | +44.9% | -34.2% |
| 1Y | -39.8% | -94.3% | +54.4% | -40.5% |
| 3Y | -19.9% | -98.9% | +79.0% | -20.9% |
| 5Y | -26.1% | -99.7% | +73.6% | -26.8% |
| All | +514.0% | -98.2% | +612.2% | +510.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling