+545.7%
FICO vs FCEL
-99.1%
+644.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +5.9% | +1.1% |
| 7D | +0.9% | -8.3% | +9.2% | +1.1% |
| 30D | +9.4% | -43.0% | +52.4% | +11.4% |
| 3M | -30.4% | -48.2% | +17.8% | -29.3% |
| 6M | -35.1% | -25.0% | -10.1% | -36.6% |
| YTD | -56.8% | +40.6% | -97.4% | -59.6% |
| 1Y | -58.4% | +36.0% | -94.4% | -61.2% |
| 3Y | -26.7% | -66.7% | +40.0% | -30.0% |
| 5Y | +88.0% | -96.7% | +184.7% | +96.0% |
| 10Y | +545.7% | -99.0% | +644.8% | +564.8% |
| All | +545.7% | -99.1% | +644.9% | +564.8% |
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 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