+2,074.3%
TSLA vs FCUV
-95.6%
+2,169.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -65.2% | +69.2% | +4.2% |
| 7D | +3.4% | -47.9% | +51.3% | +3.5% |
| 30D | +12.0% | +13.7% | -1.6% | +11.7% |
| 3M | -10.0% | +97.0% | -107.0% | -11.9% |
| 6M | -7.2% | -66.1% | +58.9% | -8.6% |
| YTD | -18.1% | -81.8% | +63.6% | -19.2% |
| 1Y | +6.3% | -93.3% | +99.6% | +5.4% |
| 3Y | +48.2% | -99.2% | +147.4% | +47.0% |
| 5Y | +46.5% | -99.9% | +146.4% | +45.6% |
| 10Y | +2,698.1% | -98.5% | +2,796.7% | +2,674.0% |
| All | +2,074.3% | -95.6% | +2,169.9% | +2,026.8% |
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 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