+74.9%
USAR vs FCEL
-77.8%
+152.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -2.1% | -15.8% | +13.7% | +0.7% |
| 30D | +2.6% | -29.3% | +31.9% | +9.0% |
| 3M | -35.0% | -30.1% | -4.9% | -32.6% |
| 6M | -6.9% | +74.4% | -81.3% | -19.1% |
| YTD | +48.0% | +104.5% | -56.5% | +26.0% |
| 1Y | +24.8% | +281.4% | -256.6% | +4.0% |
| 3Y | +73.2% | -66.1% | +139.3% | +48.7% |
| All | +74.9% | -77.8% | +152.6% | +49.6% |
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