+54.5%
USAR vs FCEL
-76.4%
+130.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.4% |
| 7D | -11.6% | +6.3% | -17.9% | -12.9% |
| 30D | -15.5% | -26.7% | +11.2% | -10.9% |
| 3M | -31.0% | -10.2% | -20.9% | -31.8% |
| 6M | -26.2% | +123.5% | -149.7% | -38.5% |
| YTD | +30.8% | +117.4% | -86.6% | +9.7% |
| 1Y | +7.1% | +146.0% | -138.9% | -10.1% |
| 3Y | +53.0% | -61.9% | +114.9% | +29.3% |
| All | +54.5% | -76.4% | +130.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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