+79.4%
NSC vs FCUV
-97.6%
+177.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +0.5% |
| 7D | -5.5% | +62.8% | -68.3% | -5.6% |
| 30D | -3.2% | +66.5% | -69.7% | -3.4% |
| 3M | +7.7% | +459.9% | -452.3% | +6.6% |
| 6M | +4.5% | -12.4% | +16.9% | +4.4% |
| YTD | +15.6% | -47.5% | +63.1% | +15.8% |
| 1Y | +19.8% | -80.5% | +100.3% | +20.9% |
| All | +79.4% | -97.6% | +177.1% | +84.5% |
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 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