-99.4%
FCEL vs USFD
+329.0%
-428.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -15.8% | -3.0% | -12.8% | -14.5% |
| 30D | -29.3% | +3.5% | -32.8% | -30.6% |
| 3M | -30.1% | +26.6% | -56.7% | -38.7% |
| 6M | +74.4% | +11.7% | +62.7% | +62.0% |
| YTD | +104.5% | +38.1% | +66.4% | +68.2% |
| 1Y | +281.4% | +33.4% | +248.0% | +218.2% |
| 3Y | -66.1% | +155.8% | -221.9% | -80.3% |
| 5Y | -91.9% | +214.0% | -305.9% | -95.7% |
| 10Y | -99.2% | +320.4% | -419.6% | -99.6% |
| All | -99.4% | +329.0% | -428.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling