-99.2%
FCUV vs NTR
+98.7%
-197.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.6% |
| 7D | -72.0% | -2.5% | -69.5% | -72.0% |
| 30D | -8.0% | +17.0% | -25.0% | -8.8% |
| 3M | +66.3% | +22.2% | +44.1% | +62.8% |
| 6M | -75.3% | +5.2% | -80.5% | -75.3% |
| YTD | -83.0% | +29.7% | -112.6% | -83.4% |
| 1Y | -94.7% | +39.4% | -134.1% | -94.9% |
| 3Y | -99.3% | +38.2% | -137.5% | -99.3% |
| 5Y | -99.9% | +47.6% | -147.5% | -99.9% |
| All | -99.2% | +98.7% | -197.8% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling