+2.0%
FISV vs FCEL
-99.1%
+101.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.4% |
| 7D | -2.7% | +6.3% | -9.0% | -2.9% |
| 30D | 0.0% | -26.7% | +26.7% | +0.7% |
| 3M | -2.8% | -10.2% | +7.4% | -3.5% |
| 6M | -11.8% | +123.5% | -135.3% | -15.8% |
| YTD | -23.2% | +117.4% | -140.6% | -26.8% |
| 1Y | -62.0% | +146.0% | -208.0% | -64.2% |
| 3Y | -57.6% | -61.9% | +4.3% | -58.7% |
| 5Y | -53.4% | -90.5% | +37.1% | -53.3% |
| All | +2.0% | -99.1% | +101.1% | +5.7% |
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