-99.8%
FCUV vs NVMI
+261.9%
-361.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.9% |
| 7D | -66.5% | -0.1% | -66.4% | -66.6% |
| 30D | +5.0% | -8.4% | +13.4% | +5.9% |
| 3M | +63.8% | -33.6% | +97.4% | +75.1% |
| 6M | -67.8% | -14.7% | -53.2% | -69.9% |
| YTD | -82.4% | +13.2% | -95.6% | -85.4% |
| 1Y | -94.7% | +29.0% | -123.8% | -95.9% |
| 3Y | -99.3% | +215.0% | -314.2% | -99.7% |
| All | -99.8% | +261.9% | -361.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling