+326.4%
FSLR vs FCUV
-87.2%
+413.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.7% | +12.2% | -1.4% |
| 7D | 0.0% | +62.8% | -62.8% | -0.2% |
| 30D | -13.7% | +66.5% | -80.2% | -13.9% |
| 3M | -35.1% | +459.9% | -495.0% | -36.2% |
| 6M | +3.6% | -12.4% | +16.0% | +2.2% |
| YTD | -21.7% | -47.5% | +25.8% | -22.7% |
| 1Y | +1.3% | -80.5% | +81.8% | +0.2% |
| 3Y | +9.7% | -97.6% | +107.3% | +8.4% |
| 5Y | +117.4% | -99.5% | +216.9% | +115.2% |
| 10Y | +435.5% | -95.8% | +531.2% | +433.2% |
| All | +326.4% | -87.2% | +413.6% | +310.4% |
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