+42.4%
FCEL vs FIGR
-41.8%
+84.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.1% | -7.4% |
| 7D | -14.9% | -1.3% | -13.5% | -14.5% |
| 30D | -41.7% | -17.6% | -24.1% | -37.8% |
| 3M | -53.2% | -16.7% | -36.4% | -50.4% |
| 6M | -19.0% | -36.1% | +17.1% | -7.6% |
| YTD | +44.2% | -43.6% | +87.8% | +53.2% |
| 1Y | +42.4% | -39.8% | +82.3% | +44.0% |
| All | +42.4% | -41.8% | +84.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling