-19.0%
USAR vs FCEL
-85.6%
+66.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.2% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | -20.9% | -31.6% | +10.7% | -14.7% |
| 3M | -56.2% | -52.4% | -3.7% | -49.9% |
| 6M | -67.9% | -51.4% | -16.5% | -64.6% |
| YTD | -31.4% | +32.4% | -63.8% | -36.9% |
| 1Y | -45.1% | +37.5% | -82.6% | -49.6% |
| 3Y | -20.3% | -69.3% | +49.0% | -26.2% |
| All | -19.0% | -85.6% | +66.6% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling