+141.3%
FCEL vs FIGR
+1.6%
+139.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -4.6% |
| 7D | +6.3% | +1.0% | +5.3% | +6.3% |
| 30D | -18.8% | +31.4% | -50.2% | -25.6% |
| 3M | -3.8% | +30.3% | -34.1% | -11.1% |
| 6M | +121.1% | -7.6% | +128.8% | +120.3% |
| YTD | +113.3% | -10.5% | +123.7% | +101.9% |
| All | +141.3% | +1.6% | +139.7% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling