+384.8%
NVDA vs FCUV
-99.2%
+484.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -4.3% | -72.0% | +67.7% | -3.6% |
| 30D | +0.5% | -8.0% | +8.5% | +0.2% |
| 3M | +9.1% | +66.3% | -57.2% | +5.0% |
| 6M | +18.5% | -75.3% | +93.8% | +18.2% |
| YTD | +17.4% | -83.0% | +100.3% | +17.7% |
| 1Y | +23.4% | -94.7% | +118.1% | +26.6% |
| All | +384.8% | -99.2% | +484.0% | +410.6% |
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