-99.1%
NVD vs FCUV
-99.3%
+0.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.5% |
| 7D | +9.0% | -72.0% | +81.0% | +7.5% |
| 30D | -5.5% | -8.0% | +2.5% | -4.7% |
| 3M | -24.6% | +66.3% | -90.9% | -18.9% |
| 6M | -42.1% | -75.3% | +33.2% | -42.3% |
| YTD | -44.3% | -83.0% | +38.6% | -44.9% |
| 1Y | -54.2% | -94.7% | +40.5% | -56.7% |
| 3Y | -99.1% | -99.3% | +0.1% | -99.2% |
| All | -99.1% | -99.3% | +0.1% | -99.2% |
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