-65.2%
FCEL vs USFD
+159.3%
-224.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | -33.1% | +12.3% | -45.4% | -34.4% |
| 3M | -43.0% | -0.7% | -42.3% | -43.1% |
| 6M | -31.3% | +31.3% | -62.6% | -34.8% |
| YTD | +49.8% | +45.7% | +4.1% | +35.1% |
| 1Y | +48.2% | +52.1% | -4.0% | +31.1% |
| All | -65.2% | +159.3% | -224.6% | -78.6% |
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 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