+328.2%
NSC vs FCUV
-98.6%
+426.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.4% | -72.0% | +70.6% | -1.3% |
| 30D | -3.4% | -8.0% | +4.6% | -3.4% |
| 3M | +5.1% | +66.3% | -61.2% | +4.4% |
| 6M | +9.2% | -75.3% | +84.5% | +8.8% |
| YTD | +13.4% | -83.0% | +96.4% | +13.0% |
| 1Y | +20.8% | -94.7% | +115.4% | +20.5% |
| 3Y | +76.1% | -99.3% | +175.3% | +75.5% |
| 5Y | +45.3% | -99.9% | +145.1% | +44.9% |
| All | +328.2% | -98.6% | +426.8% | +319.2% |
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