-99.8%
FCEL vs USFR
+27.5%
-127.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | +0.1% | -15.9% | -15.7% |
| 30D | -29.3% | +0.3% | -29.6% | -29.0% |
| 3M | -30.1% | +1.0% | -31.1% | -29.1% |
| 6M | +74.4% | +1.9% | +72.5% | +79.5% |
| YTD | +104.5% | +2.6% | +101.9% | +112.4% |
| 1Y | +281.4% | +4.0% | +277.4% | +303.8% |
| 3Y | -66.1% | +14.1% | -80.2% | -58.8% |
| 5Y | -91.9% | +20.4% | -112.3% | -89.4% |
| 10Y | -99.2% | +28.0% | -127.2% | -98.9% |
| All | -99.8% | +27.5% | -127.3% | -99.7% |
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