-58.5%
FIG vs FCEL
+180.7%
-239.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.8% |
| 7D | -3.8% | +6.3% | -10.1% | -3.7% |
| 30D | -2.3% | -26.7% | +24.4% | -2.6% |
| 3M | +20.0% | -10.2% | +30.1% | +17.5% |
| 6M | -16.7% | +123.5% | -140.2% | -27.0% |
| YTD | -37.9% | +117.4% | -155.3% | -45.8% |
| 1Y | -58.5% | +146.0% | -204.5% | -64.8% |
| All | -58.5% | +180.7% | -239.3% | -64.8% |
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