-66.7%
FCEL vs FGI
-3.4%
-63.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -8.3% | -4.1% | -4.2% | -8.1% |
| 30D | -43.0% | -3.4% | -39.6% | -42.9% |
| 3M | -48.2% | +61.8% | -109.9% | -50.7% |
| 6M | -25.0% | +17.0% | -42.0% | -27.7% |
| YTD | +40.6% | +31.4% | +9.2% | +29.0% |
| 1Y | +36.0% | +42.7% | -6.7% | +23.0% |
| 3Y | -66.7% | -0.1% | -66.6% | -68.8% |
| All | -66.7% | -3.4% | -63.4% | -68.8% |
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 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