-91.7%
FCEL vs USFD
+215.8%
-307.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -15.8% | -3.0% | -12.8% | -14.3% |
| 30D | -29.3% | +3.5% | -32.8% | -30.7% |
| 3M | -30.1% | +26.6% | -56.7% | -39.9% |
| 6M | +74.4% | +11.7% | +62.7% | +60.6% |
| YTD | +104.5% | +38.1% | +66.4% | +60.7% |
| 1Y | +281.4% | +33.4% | +248.0% | +205.4% |
| 3Y | -66.1% | +155.8% | -221.9% | -84.3% |
| All | -91.7% | +215.8% | -307.5% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling