-60.3%
FCEL vs USFR
+14.0%
-74.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +15.1% | +0.1% | +15.0% | +16.1% |
| 30D | -16.4% | +0.3% | -16.7% | -12.3% |
| 3M | -5.3% | +1.0% | -6.2% | +13.5% |
| 6M | +124.5% | +1.9% | +122.6% | +209.2% |
| YTD | +126.7% | +2.7% | +124.0% | +238.8% |
| 1Y | +219.9% | +4.0% | +215.9% | +460.2% |
| All | -60.3% | +14.0% | -74.3% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling