-79.9%
FIG vs FCUV
-94.4%
+14.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +4.8% |
| 7D | -3.8% | -66.5% | +62.7% | -3.1% |
| 30D | -2.3% | +5.0% | -7.3% | -2.8% |
| 3M | +20.0% | +63.8% | -43.8% | +16.1% |
| 6M | -16.7% | -67.8% | +51.2% | -16.1% |
| YTD | -37.9% | -82.4% | +44.5% | -35.4% |
| 1Y | -58.5% | -94.7% | +36.2% | -57.1% |
| All | -79.9% | -94.4% | +14.5% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling