+82.1%
QLD vs FCUV
-99.7%
+181.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +136.0% | -138.5% | -4.1% |
| 7D | +7.0% | +148.8% | -141.8% | +5.1% |
| 30D | -14.3% | +95.0% | -109.4% | -15.6% |
| 3M | -16.0% | +27.8% | -43.8% | -17.4% |
| 6M | -14.2% | +121.0% | -135.2% | -20.8% |
| YTD | +12.8% | -78.1% | +90.9% | +13.7% |
| 1Y | +14.1% | -94.3% | +108.3% | +23.5% |
| 3Y | +146.0% | -98.9% | +244.9% | +181.4% |
| All | +82.1% | -99.7% | +181.8% | +139.9% |
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