-83.2%
FIG vs FCUV
-93.0%
+9.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +136.0% | -133.2% | +1.2% |
| 7D | +3.4% | +148.8% | -145.4% | +1.8% |
| 30D | -9.5% | +95.0% | -104.5% | -10.7% |
| 3M | -26.2% | +27.8% | -54.0% | -27.2% |
| 6M | +2.7% | +121.0% | -118.3% | -2.1% |
| YTD | -48.0% | -78.1% | +30.2% | -46.4% |
| 1Y | -52.0% | -94.3% | +42.2% | -45.3% |
| All | -83.2% | -93.0% | +9.9% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling