-94.9%
FCUV vs FIGR
+5.9%
-100.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -7.1% |
| 7D | -63.8% | +14.9% | -78.6% | -63.0% |
| 30D | -14.7% | +32.3% | -46.9% | -11.2% |
| 3M | +65.3% | +34.8% | +30.5% | +74.3% |
| 6M | -68.5% | +16.8% | -85.3% | -66.0% |
| YTD | -83.0% | -6.7% | -76.4% | -81.5% |
| All | -94.9% | +5.9% | -100.8% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling