+245.8%
QCOM vs FCUV
-99.2%
+345.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.7% |
| 7D | +2.0% | -4.7% | +6.6% | +2.0% |
| 30D | +1.2% | -23.2% | +24.4% | +1.2% |
| 3M | +9.1% | -49.2% | +58.3% | +9.1% |
| 6M | -25.0% | -9.2% | -15.8% | -25.5% |
| YTD | +4.8% | -90.6% | +95.4% | +4.9% |
| 1Y | +3.6% | -97.9% | +101.5% | +4.2% |
| 3Y | +51.5% | -99.5% | +151.0% | +51.9% |
| 5Y | +19.7% | -99.9% | +119.6% | +20.3% |
| 10Y | +245.8% | -99.2% | +345.0% | +246.7% |
| All | +245.8% | -99.2% | +345.0% | +246.7% |
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