+270.0%
NSC vs FCUV
-97.7%
+367.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.8% |
| 7D | -3.5% | -4.7% | +1.1% | -3.5% |
| 30D | +3.9% | -23.2% | +27.1% | +4.0% |
| 3M | -0.8% | -49.2% | +48.4% | -0.8% |
| 6M | +7.1% | -9.2% | +16.3% | +6.6% |
| YTD | +16.4% | -90.6% | +107.0% | +16.1% |
| 1Y | +16.9% | -97.9% | +114.8% | +16.8% |
| 3Y | +78.4% | -99.5% | +177.9% | +77.9% |
| 5Y | +33.1% | -99.9% | +133.0% | +32.9% |
| 10Y | +299.9% | -99.2% | +399.1% | +296.8% |
| All | +270.0% | -97.7% | +367.7% | +269.5% |
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 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