+13.2%
FSLR vs FCUV
-99.2%
+112.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.0% | +2.3% | -4.7% |
| 7D | +0.2% | -63.8% | +64.0% | +0.5% |
| 30D | -15.1% | -14.7% | -0.5% | -15.4% |
| 3M | -22.5% | +65.3% | -87.8% | -24.6% |
| 6M | +4.0% | -68.5% | +72.4% | +2.6% |
| YTD | -22.3% | -83.0% | +60.8% | -22.8% |
| 1Y | 0.0% | -94.4% | +94.4% | +0.5% |
| All | +13.2% | -99.2% | +112.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling