-80.5%
FCUV vs GWRE
-25.4%
-55.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -19.9% | +6.3% | -11.0% |
| 7D | +62.8% | -21.1% | +83.9% | +67.7% |
| 30D | +66.5% | +1.3% | +65.2% | +68.8% |
| 3M | +459.9% | +7.4% | +452.5% | +411.0% |
| 6M | -12.4% | +5.6% | -18.0% | -20.5% |
| YTD | -47.5% | -19.2% | -28.3% | -57.0% |
| 1Y | -80.5% | -25.1% | -55.4% | -83.7% |
| All | -80.5% | -25.4% | -55.1% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling