+575.6%
NUE vs FCUV
-98.6%
+674.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.6% |
| 7D | -0.6% | -66.5% | +65.8% | -0.5% |
| 30D | -4.6% | +5.0% | -9.5% | -4.6% |
| 3M | -0.3% | +63.8% | -64.1% | -0.8% |
| 6M | +51.9% | -67.8% | +119.7% | +51.4% |
| YTD | +60.0% | -82.4% | +142.4% | +59.6% |
| 1Y | +82.9% | -94.7% | +177.6% | +82.7% |
| 3Y | +66.0% | -99.3% | +165.2% | +65.7% |
| 5Y | +149.0% | -99.9% | +248.8% | +148.7% |
| All | +575.6% | -98.6% | +674.2% | +557.3% |
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