-19.3%
USAR vs FCEL
-64.6%
+45.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.2% | +3.0% |
| 7D | +0.8% | +3.9% | -3.1% | +0.1% |
| 30D | -30.1% | -33.1% | +3.0% | -24.0% |
| 3M | -56.3% | -43.0% | -13.3% | -51.7% |
| 6M | -68.6% | -31.3% | -37.3% | -67.4% |
| YTD | -30.5% | +49.8% | -80.3% | -38.2% |
| 1Y | -53.5% | +48.2% | -101.7% | -58.6% |
| All | -19.3% | -64.6% | +45.3% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling