+84.9%
USB vs FCEL
-99.1%
+184.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.1% |
| 7D | +1.4% | -8.3% | +9.7% | +1.7% |
| 30D | +6.4% | -43.0% | +49.4% | +8.7% |
| 3M | -4.5% | -48.2% | +43.7% | -2.5% |
| 6M | +11.4% | -25.0% | +36.3% | +9.7% |
| YTD | +17.1% | +40.6% | -23.5% | +10.9% |
| 1Y | +32.6% | +36.0% | -3.4% | +25.4% |
| 3Y | +101.8% | -66.7% | +168.6% | +95.1% |
| 5Y | +25.1% | -96.7% | +121.8% | +29.3% |
| 10Y | +84.9% | -99.0% | +183.9% | +87.0% |
| All | +84.9% | -99.1% | +184.0% | +87.0% |
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