+81.3%
USB vs FCEL
-99.1%
+180.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.4% | +1.1% |
| 7D | +2.6% | -2.8% | +5.4% | +2.7% |
| 30D | +8.4% | -31.6% | +40.0% | +9.9% |
| 3M | -5.5% | -52.4% | +46.9% | -3.2% |
| 6M | +17.7% | -51.4% | +69.1% | +18.4% |
| YTD | +17.6% | +32.4% | -14.9% | +11.6% |
| 1Y | +33.9% | +37.5% | -3.6% | +26.5% |
| 3Y | +103.8% | -69.3% | +173.1% | +97.7% |
| 5Y | +25.6% | -97.1% | +122.7% | +30.4% |
| All | +81.3% | -99.1% | +180.5% | +83.8% |
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