-9.4%
NVTS vs FCUV
-99.7%
+90.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.7% | -3.2% |
| 7D | +3.5% | -63.8% | +67.2% | +4.7% |
| 30D | -11.9% | -14.7% | +2.8% | -12.9% |
| 3M | -49.2% | +65.3% | -114.5% | -55.6% |
| 6M | +38.4% | -68.5% | +106.9% | +34.5% |
| YTD | +62.5% | -83.0% | +145.5% | +69.2% |
| 1Y | +101.4% | -94.4% | +195.8% | +136.8% |
| 3Y | +40.4% | -99.3% | +139.7% | +79.3% |
| All | -9.4% | -99.7% | +90.4% | +49.9% |
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