-95.7%
FCUV vs NTRS
+281.4%
-377.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.9% |
| 7D | -66.5% | +1.4% | -67.8% | -66.4% |
| 30D | +5.0% | -0.7% | +5.6% | +5.9% |
| 3M | +63.8% | +11.3% | +52.5% | +57.7% |
| 6M | -67.8% | +35.5% | -103.4% | -71.5% |
| YTD | -82.4% | +40.6% | -123.0% | -84.6% |
| 1Y | -94.7% | +49.2% | -144.0% | -95.5% |
| 3Y | -99.3% | +167.2% | -266.5% | -99.5% |
| 5Y | -99.9% | +94.9% | -194.8% | -99.9% |
| 10Y | -98.6% | +259.5% | -358.0% | -99.1% |
| All | -95.7% | +281.4% | -377.2% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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