+240.2%
QCOM vs FCUV
-97.9%
+338.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.7% |
| 7D | +5.8% | -15.4% | +21.2% | +5.8% |
| 30D | -2.3% | -32.9% | +30.6% | -2.3% |
| 3M | +2.7% | -46.2% | +48.9% | +2.7% |
| 6M | -21.0% | -30.0% | +9.0% | -21.3% |
| YTD | +1.8% | -91.4% | +93.2% | +2.0% |
| 1Y | +2.4% | -98.1% | +100.5% | +3.0% |
| 3Y | +52.1% | -99.6% | +151.7% | +52.6% |
| 5Y | +14.6% | -99.9% | +114.5% | +15.1% |
| 10Y | +230.9% | -99.3% | +330.2% | +237.0% |
| All | +240.2% | -97.9% | +338.1% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling