-52.0%
FIG vs FCEL
+28.7%
-80.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.6% | +8.4% | +2.7% |
| 7D | +3.4% | -2.8% | +6.2% | +3.4% |
| 30D | -9.5% | -31.6% | +22.2% | -10.6% |
| 3M | -26.2% | -52.4% | +26.2% | -28.0% |
| 6M | +2.7% | -51.4% | +54.1% | -0.5% |
| YTD | -48.0% | +32.4% | -80.4% | -51.9% |
| 1Y | -52.0% | +37.5% | -89.5% | -58.3% |
| All | -52.0% | +28.7% | -80.8% | -58.3% |
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