+497.4%
NTAP vs FCUV
-95.6%
+592.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -65.2% | +67.1% | +2.1% |
| 7D | +3.3% | -47.9% | +51.2% | +3.3% |
| 30D | -0.2% | +13.7% | -13.9% | -0.4% |
| 3M | +11.4% | +97.0% | -85.6% | +9.8% |
| 6M | +88.7% | -66.1% | +154.8% | +86.5% |
| YTD | +78.9% | -81.8% | +160.7% | +77.1% |
| 1Y | +58.8% | -93.3% | +152.1% | +57.4% |
| 3Y | +153.5% | -99.2% | +252.8% | +151.4% |
| 5Y | +136.7% | -99.9% | +236.6% | +135.1% |
| 10Y | +590.2% | -98.5% | +688.7% | +593.0% |
| All | +497.4% | -95.6% | +592.9% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling