-94.7%
FCUV vs FIGR
-3.1%
-91.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +2.8% |
| 7D | -66.5% | -3.0% | -63.4% | -66.2% |
| 30D | +5.0% | +13.7% | -8.7% | +7.4% |
| 3M | +63.8% | +23.9% | +39.9% | +71.1% |
| 6M | -67.8% | -8.4% | -59.4% | -64.7% |
| YTD | -82.4% | -14.6% | -67.8% | -81.0% |
| 1Y | -94.7% | +12.1% | -106.8% | -94.2% |
| All | -94.7% | -3.1% | -91.6% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling