+1,711.9%
NTRA vs FCUV
-99.3%
+1,811.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | -0.5% | -72.0% | +71.5% | 0.0% |
| 30D | +4.3% | -8.0% | +12.3% | +4.0% |
| 3M | +50.6% | +66.3% | -15.6% | +46.1% |
| 6M | +63.9% | -75.3% | +139.2% | +60.8% |
| YTD | +42.4% | -83.0% | +125.3% | +39.9% |
| 1Y | +92.1% | -94.7% | +186.7% | +90.1% |
| 3Y | +501.7% | -99.3% | +601.0% | +494.8% |
| 5Y | +171.4% | -99.9% | +271.3% | +170.1% |
| 10Y | +3,161.4% | -98.6% | +3,260.0% | +3,063.1% |
| All | +1,711.9% | -99.3% | +1,811.2% | +1,629.2% |
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