+499.7%
FICO vs FCEL
-99.1%
+598.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -0.8% |
| 7D | -0.9% | -11.2% | +10.3% | -0.6% |
| 30D | +3.3% | -45.8% | +49.1% | +5.4% |
| 3M | -31.7% | -51.0% | +19.3% | -30.5% |
| 6M | -34.0% | -22.2% | -11.7% | -35.7% |
| YTD | -58.3% | +36.3% | -94.6% | -61.0% |
| 1Y | -57.9% | +29.0% | -86.9% | -60.6% |
| 3Y | -24.1% | -70.9% | +46.8% | -27.0% |
| 5Y | +85.3% | -96.3% | +181.6% | +92.3% |
| All | +499.7% | -99.1% | +598.8% | +511.4% |
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