+242.6%
QCOM vs FCUV
-98.2%
+340.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +136.0% | -138.6% | -2.7% |
| 7D | +4.3% | +148.8% | -144.5% | +4.2% |
| 30D | -0.1% | +95.0% | -95.1% | -0.1% |
| 3M | +5.2% | +27.8% | -22.6% | +5.1% |
| 6M | -18.4% | +121.0% | -139.3% | -18.9% |
| YTD | +2.4% | -78.1% | +80.6% | +2.4% |
| 1Y | +0.9% | -94.3% | +95.1% | +1.4% |
| 3Y | +48.4% | -98.9% | +147.3% | +48.7% |
| 5Y | +16.6% | -99.7% | +116.3% | +17.0% |
| All | +242.6% | -98.2% | +340.9% | +243.4% |
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