-70.9%
FCEL vs FGI
+1.5%
-72.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +11.5% |
| 7D | -11.3% | -7.0% | -4.3% | -11.0% |
| 30D | -45.8% | -4.2% | -41.6% | -45.7% |
| 3M | -51.0% | +55.6% | -106.6% | -53.3% |
| 6M | -22.3% | -3.2% | -19.1% | -24.2% |
| YTD | +36.2% | +29.1% | +7.1% | +25.0% |
| 1Y | +29.0% | +51.0% | -22.0% | +16.1% |
| 3Y | -70.9% | +1.5% | -72.4% | -72.9% |
| All | -70.9% | +1.5% | -72.4% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling