-99.1%
QID vs FCUV
-98.6%
-0.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -1.8% |
| 7D | +1.3% | -66.5% | +67.7% | +1.0% |
| 30D | +2.9% | +5.0% | -2.0% | +3.2% |
| 3M | -0.7% | +63.8% | -64.5% | +1.4% |
| 6M | -29.7% | -67.8% | +38.2% | -28.7% |
| YTD | -27.9% | -82.4% | +54.5% | -27.0% |
| 1Y | -34.6% | -94.7% | +60.2% | -34.1% |
| 3Y | -73.5% | -99.3% | +25.7% | -73.3% |
| 5Y | -81.0% | -99.9% | +18.8% | -80.9% |
| All | -99.1% | -98.6% | -0.5% | -99.1% |
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