-90.6%
FCEL vs FGI
-68.3%
-22.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.6% | +6.2% |
| 7D | +3.9% | +6.9% | -3.0% | +3.5% |
| 30D | -33.1% | +3.9% | -37.0% | -33.2% |
| 3M | -43.0% | +74.3% | -117.3% | -46.9% |
| 6M | -31.3% | +28.9% | -60.2% | -35.1% |
| YTD | +49.8% | +39.1% | +10.7% | +34.1% |
| 1Y | +48.2% | +49.3% | -1.2% | +30.4% |
| 3Y | -64.6% | +5.7% | -70.3% | -70.7% |
| All | -90.6% | -68.3% | -22.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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