+1,542.6%
QLD vs FCUV
-99.3%
+1,641.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +12.5% | +2.4% | +10.1% | +12.5% |
| 30D | -15.7% | -25.9% | +10.2% | -15.6% |
| 3M | -11.9% | -44.8% | +32.8% | -11.9% |
| 6M | -10.3% | -3.5% | -6.8% | -12.1% |
| YTD | +15.6% | -90.7% | +106.3% | +14.4% |
| 1Y | +12.1% | -97.9% | +110.0% | +11.8% |
| 3Y | +150.7% | -99.5% | +250.2% | +149.1% |
| 5Y | +86.6% | -99.9% | +186.5% | +86.1% |
| All | +1,542.6% | -99.3% | +1,641.8% | +1,549.0% |
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