+28.1%
FSLR vs FCUV
-98.9%
+127.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +136.0% | -136.5% | -1.1% |
| 7D | -14.8% | +148.8% | -163.6% | -15.3% |
| 30D | -4.3% | +95.0% | -99.3% | -4.8% |
| 3M | -23.4% | +27.8% | -51.2% | -23.9% |
| 6M | -26.9% | +121.0% | -147.9% | -29.1% |
| YTD | -34.4% | -78.1% | +43.8% | -35.0% |
| 1Y | -33.2% | -94.3% | +61.0% | -33.0% |
| 3Y | +28.1% | -98.9% | +127.0% | +23.2% |
| All | +28.1% | -98.9% | +127.0% | +23.2% |
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 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