+185.3%
QLD vs FCUV
-97.7%
+283.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.4% |
| 7D | +0.6% | +62.8% | -62.3% | +0.2% |
| 30D | -0.1% | +66.5% | -66.6% | -0.6% |
| 3M | -8.4% | +459.9% | -468.3% | -11.5% |
| 6M | +32.2% | -12.4% | +44.6% | +32.3% |
| YTD | +28.9% | -47.5% | +76.4% | +30.7% |
| 1Y | +43.8% | -80.5% | +124.3% | +49.1% |
| All | +185.3% | -97.7% | +283.0% | +203.6% |
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