+149.4%
NTAP vs FCUV
-99.2%
+248.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -2.3% |
| 7D | +2.2% | -63.8% | +65.9% | +2.5% |
| 30D | -7.0% | -14.7% | +7.6% | -7.3% |
| 3M | +12.3% | +65.3% | -53.0% | +9.3% |
| 6M | +85.1% | -68.5% | +153.6% | +82.0% |
| YTD | +74.8% | -83.0% | +157.8% | +72.8% |
| 1Y | +52.7% | -94.4% | +147.1% | +52.5% |
| All | +149.4% | -99.2% | +248.7% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling