+91.7%
USB vs FCEL
-99.1%
+190.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.0% | -1.0% |
| 7D | 0.0% | -11.2% | +11.2% | +0.4% |
| 30D | +5.8% | -45.8% | +51.6% | +8.3% |
| 3M | -6.0% | -51.0% | +45.0% | -3.7% |
| 6M | +7.8% | -22.2% | +30.0% | +6.0% |
| YTD | +14.6% | +36.3% | -21.7% | +8.7% |
| 1Y | +31.8% | +29.0% | +2.8% | +24.9% |
| 3Y | +91.5% | -70.9% | +162.4% | +86.2% |
| 5Y | +22.0% | -96.3% | +118.3% | +25.6% |
| All | +91.7% | -99.1% | +190.8% | +95.1% |
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 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