+281.8%
QCOM vs FCUV
-98.6%
+380.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +1.3% |
| 7D | +4.4% | -63.8% | +68.1% | +4.4% |
| 30D | +9.4% | -14.7% | +24.0% | +9.3% |
| 3M | -13.7% | +65.3% | -79.0% | -14.2% |
| 6M | +28.9% | -68.5% | +97.4% | +28.6% |
| YTD | +4.7% | -83.0% | +87.8% | +4.7% |
| 1Y | +13.5% | -94.4% | +107.9% | +13.9% |
| 3Y | +77.1% | -99.3% | +176.4% | +77.5% |
| 5Y | +38.9% | -99.9% | +138.8% | +39.5% |
| 10Y | +281.8% | -98.6% | +380.4% | +283.5% |
| All | +281.8% | -98.6% | +380.4% | +283.5% |
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