-56.4%
FICO vs FCEL
+32.6%
-88.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -3.7% |
| 7D | +0.4% | -14.9% | +15.3% | -0.7% |
| 30D | +1.7% | -41.7% | +43.3% | -1.7% |
| 3M | -33.0% | -53.2% | +20.1% | -35.7% |
| 6M | -33.9% | -19.0% | -14.8% | -34.5% |
| YTD | -58.5% | +44.2% | -102.7% | -59.0% |
| 1Y | -56.4% | +42.4% | -98.8% | -56.5% |
| All | -56.4% | +32.6% | -88.9% | -56.5% |
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