-98.0%
FCUV vs FIGR
-41.8%
-56.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.2% | -11.7% | -6.9% |
| 7D | -8.6% | -1.3% | -7.2% | -8.7% |
| 30D | -25.9% | -17.6% | -8.3% | -27.9% |
| 3M | -69.8% | -16.7% | -53.1% | -69.8% |
| 6M | -31.6% | -36.1% | +4.5% | -28.6% |
| YTD | -90.1% | -43.6% | -46.5% | -89.7% |
| 1Y | -98.0% | -39.8% | -58.1% | -97.8% |
| All | -98.0% | -41.8% | -56.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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