-65.4%
FCEL vs FGI
-4.4%
-61.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +1.6% |
| 7D | -15.8% | +0.5% | -16.4% | -15.8% |
| 30D | -29.3% | +65.4% | -94.7% | -32.8% |
| 3M | -30.1% | +23.5% | -53.6% | -32.6% |
| 6M | +74.4% | +60.5% | +13.9% | +58.0% |
| YTD | +104.5% | +30.0% | +74.5% | +88.0% |
| 1Y | +281.4% | +82.1% | +199.3% | +226.6% |
| All | -65.4% | -4.4% | -61.0% | -67.6% |
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 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