+29.0%
FCEL vs FGI
+46.9%
-17.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +11.5% |
| 7D | -11.2% | -7.0% | -4.3% | -11.1% |
| 30D | -45.8% | -4.2% | -41.6% | -45.7% |
| 3M | -51.0% | +55.6% | -106.6% | -51.7% |
| 6M | -22.2% | -3.2% | -19.1% | -21.2% |
| YTD | +36.3% | +29.1% | +7.1% | +27.2% |
| 1Y | +29.0% | +51.0% | -22.0% | +9.8% |
| All | +29.0% | +46.9% | -17.9% | +9.8% |
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