+84.4%
FICO vs FCEL
-97.2%
+181.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.6% |
| 7D | +2.2% | -2.8% | +5.0% | +2.3% |
| 30D | +0.1% | -31.6% | +31.7% | +1.1% |
| 3M | -35.2% | -52.4% | +17.3% | -34.0% |
| 6M | -32.4% | -51.4% | +19.1% | -33.1% |
| YTD | -57.4% | +32.4% | -89.8% | -61.7% |
| 1Y | -58.5% | +37.5% | -96.0% | -63.0% |
| 3Y | -28.9% | -69.3% | +40.4% | -32.0% |
| All | +84.4% | -97.2% | +181.5% | +140.9% |
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