-84.3%
FCUV vs FIGR
-0.1%
-84.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.7% | -13.0% | -13.7% |
| 7D | +62.8% | -0.2% | +63.1% | +62.6% |
| 30D | +66.5% | +25.2% | +41.3% | +70.3% |
| 3M | +459.9% | +14.8% | +445.1% | +490.4% |
| 6M | -12.4% | +17.9% | -30.3% | -8.1% |
| YTD | -47.5% | -11.9% | -35.6% | -43.8% |
| All | -84.3% | -0.1% | -84.2% | -82.8% |
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