+69.0%
QCOM vs FCUV
-97.7%
+166.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +0.1% |
| 7D | +3.3% | +62.8% | -59.5% | +3.4% |
| 30D | +7.7% | +66.5% | -58.8% | +7.9% |
| 3M | -30.1% | +459.9% | -490.0% | -29.5% |
| 6M | +22.8% | -12.4% | +35.2% | +27.2% |
| YTD | +0.2% | -47.5% | +47.7% | +4.9% |
| 1Y | +7.9% | -80.5% | +88.4% | +14.6% |
| All | +69.0% | -97.7% | +166.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling