+1.7%
FSLR vs FCUV
-94.3%
+96.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.1% | -72.0% | +71.8% | +0.2% |
| 30D | -14.0% | -8.0% | -6.0% | -14.2% |
| 3M | -16.9% | +66.3% | -83.2% | -18.2% |
| 6M | +4.7% | -75.3% | +80.0% | +6.8% |
| YTD | -20.7% | -83.0% | +62.3% | -18.1% |
| 1Y | +1.7% | -94.7% | +96.3% | +13.5% |
| All | +1.7% | -94.3% | +96.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling