+362.7%
GLW vs FCUV
-99.5%
+462.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.1% | +3.3% | +7.4% |
| 7D | +1.4% | -4.7% | +6.1% | +1.4% |
| 30D | -18.2% | -23.2% | +5.0% | -18.1% |
| 3M | -24.2% | -49.2% | +25.0% | -24.3% |
| 6M | -41.7% | -9.2% | -32.5% | -43.1% |
| YTD | +38.3% | -90.6% | +128.9% | +40.2% |
| 1Y | +38.2% | -97.9% | +136.1% | +45.0% |
| All | +362.7% | -99.5% | +462.2% | +392.2% |
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