-55.8%
FIG vs FCEL
+269.1%
-324.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.4% |
| 7D | -16.3% | -15.8% | -0.5% | -16.4% |
| 30D | -14.3% | -29.3% | +15.0% | -14.5% |
| 3M | +7.2% | -30.1% | +37.3% | +5.1% |
| 6M | -18.6% | +74.4% | -93.1% | -28.2% |
| YTD | -35.5% | +104.5% | -140.0% | -44.5% |
| 1Y | -55.8% | +281.4% | -337.2% | -67.5% |
| All | -55.8% | +269.1% | -324.9% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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