+22.7%
USB vs FCEL
-96.7%
+119.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.3% | +13.2% | -1.1% |
| 7D | -1.5% | -26.7% | +25.2% | +0.3% |
| 30D | +4.3% | -56.8% | +61.0% | +9.5% |
| 3M | -6.1% | -57.8% | +51.7% | -1.8% |
| 6M | +9.4% | -34.1% | +43.5% | +6.9% |
| YTD | +15.2% | +22.2% | -7.0% | +5.0% |
| 1Y | +32.8% | +5.2% | +27.6% | +21.8% |
| 3Y | +91.3% | -76.2% | +167.5% | +89.7% |
| 5Y | +22.7% | -96.7% | +119.3% | +35.5% |
| All | +22.7% | -96.7% | +119.4% | +35.5% |
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