-99.3%
FCUV vs NTR
+36.8%
-136.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.3% |
| 7D | -66.5% | -1.3% | -65.2% | -66.5% |
| 30D | +5.0% | +16.8% | -11.8% | +4.6% |
| 3M | +63.8% | +20.7% | +43.0% | +56.9% |
| 6M | -67.8% | +0.5% | -68.4% | -66.7% |
| YTD | -82.4% | +29.2% | -111.6% | -83.8% |
| 1Y | -94.7% | +39.6% | -134.3% | -95.3% |
| 3Y | -99.3% | +37.9% | -137.1% | -99.4% |
| All | -99.3% | +36.8% | -136.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling