-80.8%
FIG vs FCEL
+227.5%
-308.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.6% |
| 7D | -12.2% | +6.3% | -18.5% | -12.2% |
| 30D | -11.0% | -18.8% | +7.8% | -11.1% |
| 3M | +11.9% | -3.8% | +15.7% | +9.0% |
| 6M | -21.9% | +121.1% | -143.0% | -32.4% |
| YTD | -40.8% | +113.3% | -154.0% | -48.9% |
| 1Y | -56.6% | +173.5% | -230.1% | -65.5% |
| All | -80.8% | +227.5% | -308.4% | -86.7% |
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