+48.1%
TSLA vs FCUV
-99.9%
+148.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -3.4% | -72.0% | +68.6% | -2.3% |
| 30D | +9.2% | -8.0% | +17.2% | +8.4% |
| 3M | -4.7% | +66.3% | -71.0% | -11.1% |
| 6M | -8.9% | -75.3% | +66.4% | -8.4% |
| YTD | -19.2% | -83.0% | +63.8% | -17.6% |
| 1Y | +4.5% | -94.7% | +99.2% | +12.8% |
| 3Y | +46.3% | -99.3% | +145.6% | +69.8% |
| 5Y | +48.1% | -99.9% | +148.0% | +94.0% |
| All | +48.1% | -99.9% | +148.0% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling