+362.4%
NRG vs FCUV
-95.7%
+458.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | +1.6% |
| 7D | -4.7% | -66.5% | +61.8% | -4.6% |
| 30D | -6.0% | +5.0% | -10.9% | -6.1% |
| 3M | -8.0% | +63.8% | -71.7% | -8.5% |
| 6M | -23.2% | -67.8% | +44.7% | -23.5% |
| YTD | -28.1% | -82.4% | +54.4% | -28.3% |
| 1Y | -27.3% | -94.7% | +67.5% | -27.5% |
| 3Y | +208.7% | -99.3% | +307.9% | +207.4% |
| 5Y | +197.7% | -99.9% | +297.5% | +196.3% |
| 10Y | +1,103.3% | -98.6% | +1,201.9% | +1,124.8% |
| All | +362.4% | -95.7% | +458.1% | +378.9% |
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 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