+2,490.2%
NVDL vs FCUV
-99.8%
+2,589.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.2% |
| 7D | -10.3% | -66.5% | +56.1% | -9.1% |
| 30D | -7.1% | +5.0% | -12.1% | -8.0% |
| 3M | +6.6% | +63.8% | -57.2% | -2.0% |
| 6M | +21.1% | -67.8% | +88.9% | +17.9% |
| YTD | +15.2% | -82.4% | +97.6% | +15.5% |
| 1Y | +18.8% | -94.7% | +113.5% | +25.3% |
| 3Y | +649.9% | -99.3% | +749.2% | +756.6% |
| All | +2,490.2% | -99.8% | +2,589.9% | +4,245.8% |
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