-70.9%
FCEL vs USFD
+159.2%
-230.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.2% | +11.7% | +11.6% |
| 7D | -11.2% | +3.0% | -14.2% | -11.5% |
| 30D | -45.8% | +11.1% | -56.8% | -46.7% |
| 3M | -51.0% | -0.3% | -50.7% | -51.1% |
| 6M | -22.2% | +15.9% | -38.1% | -23.8% |
| YTD | +36.3% | +41.6% | -5.4% | +24.2% |
| 1Y | +29.0% | +49.4% | -20.4% | +15.0% |
| 3Y | -70.9% | +157.8% | -228.7% | -78.3% |
| All | -70.9% | +159.2% | -230.1% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling