+173.5%
NTRA vs FCUV
-99.8%
+273.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.8% |
| 7D | +0.2% | -66.5% | +66.7% | +0.8% |
| 30D | +4.1% | +5.0% | -0.9% | +3.6% |
| 3M | +50.0% | +63.8% | -13.8% | +43.8% |
| 6M | +67.3% | -67.8% | +135.1% | +66.9% |
| YTD | +43.6% | -82.4% | +126.0% | +46.1% |
| 1Y | +89.2% | -94.7% | +184.0% | +100.6% |
| 3Y | +502.5% | -99.3% | +601.8% | +564.8% |
| All | +173.5% | -99.8% | +273.4% | +235.3% |
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