+4,406.9%
USB vs FCEL
-99.8%
+4,506.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.4% | -15.8% | +17.3% | +2.5% |
| 30D | -1.3% | -29.3% | +28.0% | +0.8% |
| 3M | +15.2% | -30.1% | +45.4% | +15.3% |
| 6M | +18.8% | +74.4% | -55.6% | +9.0% |
| YTD | +21.0% | +104.5% | -83.5% | +9.0% |
| 1Y | +34.0% | +281.4% | -247.4% | +13.4% |
| 3Y | +95.3% | -66.1% | +161.4% | +85.9% |
| 5Y | +40.4% | -91.9% | +132.2% | +41.7% |
| 10Y | +107.3% | -99.2% | +206.5% | +92.9% |
| All | +4,406.9% | -99.8% | +4,506.7% | +3,831.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling