-83.6%
FIG vs FCEL
+115.3%
-199.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.2% |
| 7D | +2.6% | +14.8% | -12.2% | +2.6% |
| 30D | -13.1% | -33.9% | +20.8% | -13.2% |
| 3M | -20.3% | -52.7% | +32.4% | -20.6% |
| 6M | -2.1% | -40.0% | +37.9% | -6.2% |
| YTD | -49.4% | +40.2% | -89.6% | -56.4% |
| 1Y | -57.0% | +32.9% | -89.9% | -63.5% |
| All | -83.6% | +115.3% | -199.0% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling