+695.2%
GLW vs FCUV
-97.7%
+792.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | -24.2% | -49.2% | +25.0% | -24.2% |
| 6M | -41.7% | -9.2% | -32.5% | -42.2% |
| YTD | +38.3% | -90.6% | +128.9% | +37.5% |
| 1Y | +38.2% | -97.9% | +136.1% | +37.8% |
| 3Y | +363.4% | -99.5% | +462.9% | +361.5% |
| 5Y | +254.6% | -99.9% | +354.4% | +253.3% |
| 10Y | +562.0% | -99.2% | +661.2% | +563.7% |
| All | +695.2% | -97.7% | +792.9% | +705.6% |
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