-19.9%
USAR vs FCEL
-84.7%
+64.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -1.1% |
| 7D | +8.8% | +14.8% | -6.0% | +6.0% |
| 30D | -28.5% | -33.9% | +5.4% | -22.3% |
| 3M | -56.2% | -52.7% | -3.5% | -49.9% |
| 6M | -68.4% | -40.0% | -28.4% | -66.5% |
| YTD | -32.2% | +40.2% | -72.4% | -38.3% |
| 1Y | -52.3% | +32.9% | -85.2% | -56.4% |
| 3Y | -21.2% | -66.8% | +45.6% | -27.8% |
| All | -19.9% | -84.7% | +64.9% | -26.7% |
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 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