+139.4%
QLD vs FCUV
-99.6%
+239.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.6% |
| 7D | -10.3% | -13.0% | +2.7% | -10.2% |
| 30D | -26.1% | -36.9% | +10.8% | -25.9% |
| 3M | -17.8% | -65.3% | +47.6% | -17.6% |
| 6M | -15.6% | -32.9% | +17.3% | -17.1% |
| YTD | +5.4% | -91.2% | +96.6% | +7.7% |
| 1Y | +5.2% | -98.2% | +103.4% | +12.5% |
| 3Y | +139.4% | -99.6% | +239.0% | +144.0% |
| All | +139.4% | -99.6% | +239.0% | +144.0% |
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 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