-65.4%
FCEL vs USFD
+156.9%
-222.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -15.8% | -3.0% | -12.8% | -15.3% |
| 30D | -29.3% | +3.5% | -32.8% | -29.7% |
| 3M | -30.1% | +26.6% | -56.7% | -34.2% |
| 6M | +74.4% | +11.7% | +62.7% | +70.6% |
| YTD | +104.5% | +38.1% | +66.4% | +82.6% |
| 1Y | +281.4% | +33.4% | +248.0% | +245.4% |
| All | -65.4% | +156.9% | -222.3% | -82.0% |
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