-24.1%
FICO vs FCEL
-74.5%
+50.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -0.1% |
| 7D | -0.9% | -11.3% | +10.3% | -1.2% |
| 30D | +3.3% | -45.8% | +49.1% | +2.1% |
| 3M | -31.7% | -51.0% | +19.3% | -32.5% |
| 6M | -34.0% | -22.3% | -11.7% | -35.0% |
| YTD | -58.3% | +36.2% | -94.5% | -59.4% |
| 1Y | -57.9% | +29.0% | -86.9% | -59.1% |
| 3Y | -24.1% | -70.9% | +46.8% | -24.1% |
| All | -24.1% | -74.5% | +50.4% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling