+48.2%
FCEL vs FGI
+50.2%
-2.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.6% | +6.4% |
| 7D | +3.9% | +6.9% | -3.0% | +3.8% |
| 30D | -33.1% | +3.9% | -37.0% | -33.2% |
| 3M | -43.0% | +74.3% | -117.3% | -44.1% |
| 6M | -31.3% | +28.9% | -60.2% | -31.6% |
| YTD | +49.8% | +39.1% | +10.7% | +39.6% |
| 1Y | +48.2% | +49.3% | -1.2% | +31.0% |
| All | +48.2% | +50.2% | -2.0% | +31.0% |
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