+918.6%
GLW vs FCUV
-87.2%
+1,005.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -13.7% | +19.3% | +5.7% |
| 7D | +3.8% | +62.8% | -59.1% | +3.7% |
| 30D | -1.3% | +66.5% | -67.8% | -1.5% |
| 3M | -21.8% | +459.9% | -481.8% | -22.6% |
| 6M | +6.9% | -12.4% | +19.3% | +6.1% |
| YTD | +77.2% | -47.5% | +124.7% | +76.0% |
| 1Y | +123.2% | -80.5% | +203.7% | +122.1% |
| 3Y | +400.0% | -97.6% | +497.6% | +397.4% |
| 5Y | +342.8% | -99.5% | +442.3% | +340.6% |
| 10Y | +771.4% | -95.8% | +867.1% | +772.6% |
| All | +918.6% | -87.2% | +1,005.8% | +930.7% |
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