-99.1%
FCEL vs USFD
+359.1%
-458.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.7% |
| 7D | +14.8% | +1.3% | +13.5% | +14.2% |
| 30D | -33.9% | +10.6% | -44.4% | -37.4% |
| 3M | -52.7% | -2.4% | -50.3% | -52.4% |
| 6M | -40.0% | +28.9% | -68.9% | -48.1% |
| YTD | +40.2% | +43.7% | -3.5% | +12.9% |
| 1Y | +32.9% | +48.5% | -15.5% | +4.8% |
| 3Y | -66.8% | +154.7% | -221.5% | -80.6% |
| 5Y | -97.0% | +218.4% | -315.3% | -98.4% |
| All | -99.1% | +359.1% | -458.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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