-80.8%
FIG vs FCUV
-94.6%
+13.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -12.2% | -72.0% | +59.8% | -11.4% |
| 30D | -11.0% | -8.0% | -3.0% | -11.3% |
| 3M | +11.9% | +66.3% | -54.4% | +8.0% |
| 6M | -21.9% | -75.3% | +53.4% | -20.4% |
| YTD | -40.8% | -83.0% | +42.2% | -38.4% |
| 1Y | -56.6% | -94.7% | +38.0% | -56.0% |
| All | -80.8% | -94.6% | +13.7% | -80.7% |
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 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