+43.1%
FCEL vs FGI
+45.3%
-2.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +8.6% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | -40.0% | -3.2% | -36.8% | -39.9% |
| 3M | -47.0% | +64.1% | -111.2% | -48.0% |
| 6M | -21.0% | +17.2% | -38.2% | -21.1% |
| YTD | +48.0% | +31.6% | +16.4% | +38.1% |
| All | +43.1% | +45.3% | -2.2% | +25.6% |
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