-43.5%
QS vs FCUV
-99.4%
+55.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -65.2% | +67.2% | +3.0% |
| 7D | +2.2% | -47.9% | +50.1% | +2.4% |
| 30D | -8.1% | +13.7% | -21.7% | -9.2% |
| 3M | -27.0% | +97.0% | -124.0% | -33.6% |
| 6M | -16.4% | -66.1% | +49.7% | -20.1% |
| YTD | -46.4% | -81.8% | +35.4% | -47.4% |
| 1Y | -41.1% | -93.3% | +52.2% | -40.1% |
| 3Y | -18.6% | -99.2% | +80.6% | -16.9% |
| 5Y | -73.0% | -99.9% | +26.8% | -71.2% |
| All | -43.5% | -99.4% | +55.8% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling