-99.8%
FCEL vs USFR
+28.6%
-128.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.7% |
| 30D | -31.6% | +0.4% | -32.0% | -31.3% |
| 3M | -52.4% | +1.1% | -53.5% | -51.6% |
| 6M | -51.4% | +2.0% | -53.4% | -49.9% |
| YTD | +32.4% | +3.5% | +29.0% | +39.3% |
| 1Y | +37.5% | +4.1% | +33.4% | +45.9% |
| 3Y | -69.3% | +14.4% | -83.6% | -62.5% |
| 5Y | -97.1% | +21.4% | -118.5% | -96.2% |
| 10Y | -99.1% | +28.6% | -127.7% | -98.8% |
| All | -99.8% | +28.6% | -128.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling