+3,059.8%
NTRA vs FCUV
-98.6%
+3,158.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.8% |
| 7D | +0.2% | -66.5% | +66.7% | +0.6% |
| 30D | +4.1% | +5.0% | -0.9% | +3.8% |
| 3M | +50.0% | +63.8% | -13.8% | +45.7% |
| 6M | +67.3% | -67.8% | +135.1% | +63.8% |
| YTD | +43.6% | -82.4% | +126.0% | +41.1% |
| 1Y | +89.2% | -94.7% | +184.0% | +87.5% |
| 3Y | +502.5% | -99.3% | +601.8% | +495.8% |
| 5Y | +173.8% | -99.9% | +273.6% | +172.4% |
| All | +3,059.8% | -98.6% | +3,158.3% | +2,863.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling