-99.1%
NVD vs FCUV
-99.2%
+0.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.3% |
| 7D | +10.8% | -66.5% | +77.3% | +9.6% |
| 30D | +0.8% | +5.0% | -4.2% | +1.8% |
| 3M | -20.8% | +63.8% | -84.6% | -15.0% |
| 6M | -41.2% | -67.8% | +26.7% | -40.6% |
| YTD | -44.2% | -82.4% | +38.2% | -44.7% |
| 1Y | -54.2% | -94.7% | +40.6% | -56.8% |
| 3Y | -99.1% | -99.3% | +0.1% | -99.1% |
| All | -99.1% | -99.2% | +0.1% | -99.1% |
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