-55.8%
FIG vs FCUV
-81.1%
+25.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.7% | +9.3% | -4.3% |
| 7D | -16.3% | +62.8% | -79.1% | -16.7% |
| 30D | -14.3% | +66.5% | -80.8% | -14.9% |
| 3M | +7.2% | +459.9% | -452.8% | +3.0% |
| 6M | -18.6% | -12.4% | -6.3% | -19.5% |
| YTD | -35.5% | -47.5% | +12.1% | -35.2% |
| 1Y | -55.8% | -80.5% | +24.7% | -54.8% |
| All | -55.8% | -81.1% | +25.3% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling