+42.4%
FCEL vs UL
+1.7%
+40.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.2% | -2.6% |
| 7D | -14.9% | +4.7% | -19.5% | -10.2% |
| 30D | -41.7% | +11.6% | -53.2% | -34.3% |
| 3M | -53.2% | +5.3% | -58.5% | -49.5% |
| 6M | -19.0% | +16.0% | -35.1% | -3.9% |
| YTD | +44.2% | +5.0% | +39.2% | +73.3% |
| 1Y | +42.4% | +1.1% | +41.3% | +75.9% |
| All | +42.4% | +1.7% | +40.8% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling