-57.6%
FISV vs FCEL
-62.7%
+5.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.4% |
| 7D | -2.7% | +6.3% | -9.0% | -2.6% |
| 30D | 0.0% | -26.7% | +26.7% | 0.0% |
| 3M | -2.8% | -10.2% | +7.4% | -3.1% |
| 6M | -11.8% | +123.5% | -135.3% | -13.1% |
| YTD | -23.2% | +117.4% | -140.6% | -24.4% |
| 1Y | -62.0% | +146.0% | -208.0% | -62.7% |
| 3Y | -57.6% | -61.9% | +4.3% | -57.0% |
| All | -57.6% | -62.7% | +5.1% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling