+22.0%
USB vs FCEL
-96.5%
+118.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.0% | -1.2% |
| 7D | 0.0% | -11.2% | +11.2% | +0.6% |
| 30D | +5.8% | -45.8% | +51.6% | +9.6% |
| 3M | -6.0% | -51.0% | +45.0% | -2.6% |
| 6M | +7.8% | -22.2% | +30.0% | +4.1% |
| YTD | +14.6% | +36.3% | -21.7% | +3.6% |
| 1Y | +31.8% | +29.0% | +2.8% | +19.0% |
| 3Y | +91.5% | -70.9% | +162.4% | +86.5% |
| All | +22.0% | -96.5% | +118.6% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling