+453.5%
FSLR vs FCUV
-98.6%
+552.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.1% | -72.0% | +71.8% | +0.1% |
| 30D | -14.0% | -8.0% | -6.0% | -14.1% |
| 3M | -16.9% | +66.3% | -83.2% | -18.0% |
| 6M | +4.7% | -75.3% | +80.0% | +3.7% |
| YTD | -20.7% | -83.0% | +62.3% | -21.5% |
| 1Y | +1.7% | -94.7% | +96.3% | +0.9% |
| 3Y | +13.1% | -99.3% | +112.3% | +12.1% |
| 5Y | +108.4% | -99.9% | +208.3% | +106.7% |
| All | +453.5% | -98.6% | +552.1% | +450.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling