+33.6%
TSLA vs FCUV
-99.2%
+132.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | +3.2% | -66.5% | +69.7% | +3.7% |
| 30D | +11.6% | +5.0% | +6.6% | +11.0% |
| 3M | -8.4% | +63.8% | -72.2% | -11.6% |
| 6M | -10.4% | -67.8% | +57.4% | -9.8% |
| YTD | -18.7% | -82.4% | +63.7% | -16.7% |
| 1Y | -0.9% | -94.7% | +93.8% | +5.9% |
| 3Y | +33.6% | -99.3% | +132.8% | +49.0% |
| All | +33.6% | -99.2% | +132.8% | +49.0% |
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