+101.7%
FICO vs FCEL
-91.9%
+193.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.9% | -18.6% | -16.8% |
| 7D | -19.2% | -15.8% | -3.4% | -18.7% |
| 30D | -14.6% | -29.3% | +14.7% | -13.6% |
| 3M | -20.1% | -30.1% | +10.0% | -20.6% |
| 6M | -36.3% | +74.4% | -110.8% | -41.9% |
| YTD | -44.9% | +104.5% | -149.4% | -50.7% |
| 1Y | -38.6% | +281.4% | -320.0% | -49.0% |
| 3Y | +4.0% | -66.1% | +70.1% | +3.2% |
| All | +101.7% | -91.9% | +193.6% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling