+226.1%
FIS vs FCEL
-100.0%
+326.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.6% | -10.0% | -1.8% |
| 7D | -29.4% | +3.0% | -32.5% | -29.6% |
| 30D | -16.7% | -40.0% | +23.2% | -14.7% |
| 3M | -33.0% | -47.0% | +14.1% | -31.3% |
| 6M | -33.3% | -21.0% | -12.3% | -35.1% |
| YTD | -56.0% | +48.0% | -104.0% | -59.4% |
| 1Y | -54.6% | +43.9% | -98.5% | -58.3% |
| 3Y | -40.6% | -67.5% | +26.9% | -43.7% |
| 5Y | -71.9% | -96.7% | +24.7% | -70.3% |
| 10Y | -55.3% | -99.0% | +43.7% | -58.5% |
| All | +226.1% | -100.0% | +326.1% | +224.0% |
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 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