-40.9%
FIS vs FCEL
-99.1%
+58.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.7% | +3.3% | -3.2% |
| 7D | -9.1% | +15.1% | -24.1% | -9.5% |
| 30D | -10.4% | -16.4% | +6.0% | -10.2% |
| 3M | -3.7% | -5.3% | +1.6% | -4.6% |
| 6M | -24.8% | +124.5% | -149.3% | -28.3% |
| YTD | -41.6% | +126.7% | -168.2% | -44.5% |
| 1Y | -42.7% | +219.9% | -262.6% | -46.6% |
| 3Y | -26.2% | -61.6% | +35.4% | -28.2% |
| 5Y | -66.1% | -90.5% | +24.4% | -66.2% |
| 10Y | -40.9% | -99.1% | +58.2% | -41.0% |
| All | -40.9% | -99.1% | +58.3% | -41.0% |
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