-55.1%
FIS vs FCEL
+31.5%
-86.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.3% |
| 7D | -27.4% | -8.3% | -19.1% | -27.6% |
| 30D | -16.8% | -43.0% | +26.2% | -18.6% |
| 3M | -32.6% | -48.2% | +15.5% | -33.8% |
| 6M | -33.4% | -25.0% | -8.4% | -34.1% |
| YTD | -56.0% | +40.6% | -96.7% | -56.6% |
| 1Y | -55.1% | +36.0% | -91.1% | -55.6% |
| All | -55.1% | +31.5% | -86.5% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling