+82.0%
USO vs FCEL
-99.1%
+181.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +9.1% | +6.3% | +2.8% | +8.9% |
| 30D | +21.7% | -26.7% | +48.4% | +22.5% |
| 3M | +20.2% | -10.2% | +30.4% | +19.4% |
| 6M | +43.4% | +123.5% | -80.1% | +37.6% |
| YTD | +124.0% | +117.4% | +6.6% | +114.5% |
| 1Y | +112.2% | +146.0% | -33.8% | +101.3% |
| 3Y | +97.7% | -61.9% | +159.5% | +92.7% |
| 5Y | +217.4% | -90.5% | +307.9% | +216.8% |
| All | +82.0% | -99.1% | +181.1% | +113.5% |
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 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