+37.5%
FCEL vs FGI
+17.8%
+19.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -25.2% | +19.6% | -5.0% |
| 7D | -2.8% | -14.4% | +11.6% | -2.5% |
| 30D | -31.6% | -11.8% | -19.9% | -31.4% |
| 3M | -52.4% | -46.2% | -6.2% | -52.1% |
| 6M | -51.4% | +5.2% | -56.6% | -51.4% |
| YTD | +32.4% | +10.5% | +21.9% | +24.6% |
| 1Y | +37.5% | +25.5% | +12.0% | +26.0% |
| All | +37.5% | +17.8% | +19.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling