+32.0%
QCOM vs FCUV
-99.6%
+131.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +0.1% |
| 7D | +3.3% | +62.8% | -59.5% | +3.1% |
| 30D | +7.7% | +66.5% | -58.8% | +7.4% |
| 3M | -30.1% | +459.9% | -490.0% | -31.6% |
| 6M | +22.8% | -12.4% | +35.2% | +25.6% |
| YTD | +0.2% | -47.5% | +47.7% | +4.2% |
| 1Y | +7.9% | -80.5% | +88.4% | +15.0% |
| 3Y | +55.8% | -97.6% | +153.5% | +74.1% |
| All | +32.0% | -99.6% | +131.6% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling