-80.3%
FIG vs FCUV
-94.2%
+13.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -65.2% | +59.6% | -5.0% |
| 7D | -16.4% | -47.9% | +31.6% | -16.2% |
| 30D | -2.3% | +13.7% | -16.0% | -2.9% |
| 3M | +7.8% | +97.0% | -89.2% | +3.5% |
| 6M | -21.8% | -66.1% | +44.3% | -21.7% |
| YTD | -39.1% | -81.8% | +42.6% | -36.7% |
| 1Y | -56.6% | -93.3% | +36.6% | -58.7% |
| All | -80.3% | -94.2% | +13.9% | -80.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling