-9.1%
NVTS vs FCUV
-99.7%
+90.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +4.2% |
| 7D | -1.4% | -66.5% | +65.0% | 0.0% |
| 30D | -16.5% | +5.0% | -21.5% | -17.8% |
| 3M | -47.6% | +63.8% | -111.4% | -54.0% |
| 6M | +7.3% | -67.8% | +75.1% | +5.9% |
| YTD | +62.9% | -82.4% | +145.3% | +69.5% |
| 1Y | +91.3% | -94.7% | +186.0% | +127.3% |
| 3Y | +43.4% | -99.3% | +142.7% | +83.6% |
| All | -9.1% | -99.7% | +90.6% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling