-99.2%
FCEL vs USFR
+28.0%
-127.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | +0.1% | +6.2% | +6.5% |
| 30D | -18.8% | +0.3% | -19.1% | -18.2% |
| 3M | -3.8% | +1.0% | -4.8% | -1.6% |
| 6M | +121.1% | +1.9% | +119.2% | +131.3% |
| YTD | +113.3% | +2.7% | +110.6% | +126.5% |
| 1Y | +173.5% | +4.0% | +169.5% | +198.3% |
| 3Y | -63.9% | +14.1% | -78.0% | -51.4% |
| 5Y | -90.7% | +20.5% | -111.2% | -86.7% |
| All | -99.2% | +28.0% | -127.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling