-99.6%
FCEL vs USFD
+339.9%
-439.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.2% | +11.7% | +11.6% |
| 7D | -11.2% | +3.0% | -14.2% | -12.9% |
| 30D | -45.8% | +11.1% | -56.8% | -48.9% |
| 3M | -51.0% | -0.3% | -50.7% | -51.2% |
| 6M | -22.2% | +15.9% | -38.1% | -29.5% |
| YTD | +36.3% | +41.6% | -5.4% | +10.0% |
| 1Y | +29.0% | +49.4% | -20.4% | +0.8% |
| 3Y | -70.9% | +157.8% | -228.7% | -83.3% |
| 5Y | -96.3% | +176.6% | -272.9% | -97.9% |
| 10Y | -99.1% | +375.4% | -474.4% | -99.6% |
| All | -99.6% | +339.9% | -439.4% | -99.8% |
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