+146.0%
FCEL vs FIGR
-3.1%
+149.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.6% | +3.4% |
| 7D | +6.3% | -3.0% | +9.3% | +7.6% |
| 30D | -26.7% | +13.7% | -40.3% | -29.8% |
| 3M | -10.2% | +23.9% | -34.0% | -15.7% |
| 6M | +123.5% | -8.4% | +131.9% | +124.1% |
| YTD | +117.4% | -14.6% | +132.0% | +108.8% |
| 1Y | +146.0% | +12.1% | +133.9% | +146.0% |
| All | +146.0% | -3.1% | +149.1% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling