+45.4%
NU vs FCUV
-99.9%
+145.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -4.2% | -72.0% | +67.8% | -3.2% |
| 30D | +10.0% | -8.0% | +18.0% | +9.5% |
| 3M | +29.3% | +66.3% | -37.0% | +22.7% |
| 6M | +0.9% | -75.3% | +76.2% | +2.7% |
| YTD | -10.3% | -83.0% | +72.7% | -7.6% |
| 1Y | -3.2% | -94.7% | +91.5% | +4.2% |
| 3Y | +120.6% | -99.3% | +219.8% | +157.7% |
| All | +45.4% | -99.9% | +145.3% | +123.4% |
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