+36.0%
FCEL vs FGI
+45.2%
-9.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -8.3% | -4.1% | -4.2% | -8.2% |
| 30D | -43.0% | -3.4% | -39.6% | -42.9% |
| 3M | -48.2% | +61.8% | -109.9% | -49.0% |
| 6M | -25.0% | +17.0% | -42.0% | -25.0% |
| YTD | +40.6% | +31.4% | +9.2% | +31.2% |
| 1Y | +36.0% | +42.7% | -6.7% | +19.4% |
| All | +36.0% | +45.2% | -9.2% | +19.4% |
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