+121.0%
QLD vs FCUV
-99.5%
+220.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.5% |
| 7D | +0.6% | +62.8% | -62.3% | -0.2% |
| 30D | -0.1% | +66.5% | -66.6% | -1.2% |
| 3M | -8.4% | +459.9% | -468.3% | -15.4% |
| 6M | +32.2% | -12.4% | +44.6% | +30.0% |
| YTD | +28.9% | -47.5% | +76.4% | +29.8% |
| 1Y | +43.8% | -80.5% | +124.3% | +50.5% |
| 3Y | +176.6% | -97.6% | +274.2% | +214.3% |
| All | +121.0% | -99.5% | +220.6% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling