+136.0%
NVO vs FCUV
-98.6%
+234.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.1% |
| 7D | -7.6% | -66.5% | +58.9% | -7.6% |
| 30D | -6.0% | +5.0% | -10.9% | -5.9% |
| 3M | -0.8% | +63.8% | -64.6% | -0.1% |
| 6M | +16.5% | -67.8% | +84.3% | +17.7% |
| YTD | -11.1% | -82.4% | +71.3% | -10.0% |
| 1Y | -16.7% | -94.7% | +78.0% | -15.4% |
| 3Y | -52.9% | -99.3% | +46.3% | -52.2% |
| 5Y | -3.0% | -99.9% | +96.9% | -1.3% |
| All | +136.0% | -98.6% | +234.6% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling