+376.5%
FIS vs FCEL
-100.0%
+476.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +1.1% | -15.8% | +16.9% | +2.0% |
| 30D | -2.2% | -29.3% | +27.1% | -0.6% |
| 3M | +2.1% | -30.1% | +32.3% | +2.0% |
| 6M | -14.7% | +74.4% | -89.1% | -20.9% |
| YTD | -35.7% | +104.5% | -140.2% | -41.3% |
| 1Y | -37.1% | +281.4% | -318.4% | -45.6% |
| 3Y | -20.0% | -66.1% | +46.1% | -23.7% |
| 5Y | -62.1% | -91.9% | +29.7% | -61.9% |
| 10Y | -37.4% | -99.2% | +61.8% | -39.3% |
| All | +376.5% | -100.0% | +476.5% | +368.8% |
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