+394.5%
GLW vs FCUV
-99.9%
+494.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.5% |
| 7D | +16.9% | -63.8% | +80.6% | +17.2% |
| 30D | +7.0% | -14.7% | +21.7% | +6.5% |
| 3M | -3.0% | +65.3% | -68.3% | -6.9% |
| 6M | +31.0% | -68.5% | +99.5% | +29.9% |
| YTD | +93.4% | -83.0% | +176.5% | +94.8% |
| 1Y | +134.7% | -94.4% | +229.2% | +143.5% |
| 3Y | +471.8% | -99.3% | +571.1% | +514.3% |
| 5Y | +394.5% | -99.9% | +494.3% | +472.5% |
| All | +394.5% | -99.9% | +494.3% | +472.5% |
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