+97.0%
NTRA vs FCUV
-81.1%
+178.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.8% | +0.1% |
| 7D | +0.6% | +62.8% | -62.2% | +0.7% |
| 30D | +19.5% | +66.5% | -47.0% | +19.8% |
| 3M | +47.8% | +459.9% | -412.2% | +48.3% |
| 6M | +61.6% | -12.4% | +74.0% | +65.6% |
| YTD | +43.3% | -47.5% | +90.8% | +50.2% |
| 1Y | +97.0% | -80.5% | +177.5% | +104.0% |
| All | +97.0% | -81.1% | +178.1% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling