-87.1%
FCEL vs FGI
-70.4%
-16.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +1.5% |
| 7D | -15.8% | +0.5% | -16.4% | -15.8% |
| 30D | -29.3% | +65.4% | -94.7% | -33.9% |
| 3M | -30.1% | +23.5% | -53.6% | -33.5% |
| 6M | +74.4% | +60.5% | +13.9% | +54.3% |
| YTD | +104.5% | +30.0% | +74.5% | +84.0% |
| 1Y | +281.4% | +82.1% | +199.3% | +212.8% |
| 3Y | -66.1% | -4.4% | -61.7% | -71.7% |
| All | -87.1% | -70.4% | -16.8% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling