+150.4%
NVS vs FCUV
-95.9%
+246.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -15.7% | -72.0% | +56.3% | -15.7% |
| 30D | -11.1% | -8.0% | -3.1% | -11.0% |
| 3M | -7.2% | +66.3% | -73.4% | -6.8% |
| 6M | -12.3% | -75.3% | +63.0% | -12.0% |
| YTD | +2.8% | -83.0% | +85.7% | +3.1% |
| 1Y | +11.9% | -94.7% | +106.6% | +12.3% |
| 3Y | +55.1% | -99.3% | +154.3% | +55.6% |
| 5Y | +94.1% | -99.9% | +193.9% | +94.7% |
| 10Y | +181.2% | -98.6% | +279.8% | +184.6% |
| All | +150.4% | -95.9% | +246.2% | +156.3% |
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