+42,026.9%
FICO vs FCEL
-99.8%
+42,126.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -1.2% |
| 7D | -0.9% | -11.3% | +10.3% | -0.3% |
| 30D | +3.3% | -45.8% | +49.1% | +7.1% |
| 3M | -31.7% | -51.0% | +19.3% | -29.4% |
| 6M | -34.0% | -22.3% | -11.7% | -36.6% |
| YTD | -58.3% | +36.2% | -94.5% | -62.4% |
| 1Y | -57.9% | +29.0% | -86.9% | -62.0% |
| 3Y | -24.1% | -70.9% | +46.8% | -29.0% |
| 5Y | +85.3% | -96.3% | +181.6% | +96.3% |
| 10Y | +520.3% | -99.1% | +619.4% | +451.3% |
| All | +42,026.9% | -99.8% | +42,126.8% | +33,018.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling