-95.7%
FCUV vs QSR
+205.8%
-301.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.1% |
| 7D | -66.5% | -4.0% | -62.5% | -65.9% |
| 30D | +5.0% | +2.8% | +2.2% | +5.7% |
| 3M | +63.8% | +5.1% | +58.7% | +63.6% |
| 6M | -67.8% | +8.8% | -76.6% | -68.1% |
| YTD | -82.4% | +14.8% | -97.2% | -82.8% |
| 1Y | -94.7% | +25.7% | -120.5% | -94.9% |
| 3Y | -99.3% | +27.5% | -126.8% | -99.3% |
| 5Y | -99.9% | +41.3% | -141.1% | -99.9% |
| 10Y | -98.6% | +133.8% | -232.4% | -98.9% |
| All | -95.7% | +205.8% | -301.5% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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