+122.8%
NTAP vs FCUV
-99.9%
+222.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.0% | -72.0% | +71.0% | -0.3% |
| 30D | -7.5% | -8.0% | +0.5% | -7.9% |
| 3M | +14.6% | +66.3% | -51.6% | +9.9% |
| 6M | +91.0% | -75.3% | +166.3% | +88.5% |
| YTD | +73.7% | -83.0% | +156.7% | +72.1% |
| 1Y | +51.2% | -94.7% | +145.9% | +53.1% |
| 3Y | +146.1% | -99.3% | +245.4% | +160.5% |
| 5Y | +122.8% | -99.9% | +222.7% | +151.7% |
| All | +122.8% | -99.9% | +222.7% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling