-55.8%
FISV vs FCEL
-91.3%
+35.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.7% |
| 7D | -7.2% | +6.3% | -13.5% | -7.4% |
| 30D | -7.2% | -18.8% | +11.6% | -6.9% |
| 3M | -8.2% | -3.8% | -4.3% | -9.3% |
| 6M | -17.7% | +121.1% | -138.8% | -22.5% |
| YTD | -27.2% | +113.3% | -140.4% | -31.5% |
| 1Y | -63.0% | +173.5% | -236.5% | -66.0% |
| 3Y | -59.8% | -63.9% | +4.2% | -59.7% |
| 5Y | -55.8% | -90.7% | +34.9% | -51.7% |
| All | -55.8% | -91.3% | +35.5% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling