-91.4%
FCEL vs FGI
-70.6%
-20.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +11.6% |
| 7D | -11.2% | -7.0% | -4.3% | -10.9% |
| 30D | -45.8% | -4.2% | -41.6% | -45.7% |
| 3M | -51.0% | +55.6% | -106.6% | -54.0% |
| 6M | -22.2% | -3.2% | -19.1% | -25.1% |
| YTD | +36.3% | +29.1% | +7.1% | +22.4% |
| 1Y | +29.0% | +51.0% | -22.0% | +13.1% |
| 3Y | -70.9% | +1.5% | -72.4% | -75.9% |
| All | -91.4% | -70.6% | -20.9% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling