-90.7%
FCEL vs UDR
-20.3%
-70.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.4% |
| 7D | +6.3% | -3.4% | +9.7% | +9.1% |
| 30D | -18.8% | -5.4% | -13.4% | -15.5% |
| 3M | -3.8% | -10.0% | +6.1% | +1.8% |
| 6M | +121.1% | -2.5% | +123.7% | +116.6% |
| YTD | +113.3% | -1.1% | +114.4% | +106.7% |
| 1Y | +173.5% | -3.9% | +177.4% | +170.7% |
| 3Y | -63.9% | +3.4% | -67.4% | -69.9% |
| 5Y | -90.7% | -18.9% | -71.8% | -88.7% |
| All | -90.7% | -20.3% | -70.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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