-99.0%
FCEL vs USFD
+369.2%
-468.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -8.3% | +8.4% | -16.7% | -11.9% |
| 30D | -43.0% | +12.7% | -55.7% | -46.6% |
| 3M | -48.2% | +1.1% | -49.3% | -48.7% |
| 6M | -25.0% | +30.2% | -55.1% | -35.4% |
| YTD | +40.6% | +45.8% | -5.2% | +12.4% |
| 1Y | +36.0% | +51.9% | -16.0% | +5.9% |
| 3Y | -66.7% | +158.5% | -225.2% | -80.7% |
| 5Y | -96.7% | +208.0% | -304.7% | -98.2% |
| 10Y | -99.0% | +376.6% | -475.6% | -99.6% |
| All | -99.0% | +369.2% | -468.3% | -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