-99.1%
FCEL vs UL
+109.3%
-208.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -5.9% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -31.6% | +4.5% | -36.1% | -33.0% |
| 3M | -52.4% | +6.5% | -58.9% | -53.8% |
| 6M | -51.4% | +18.2% | -69.6% | -55.5% |
| YTD | +32.4% | +4.7% | +27.7% | +26.5% |
| 1Y | +37.5% | +0.8% | +36.7% | +33.3% |
| 3Y | -69.3% | +35.9% | -105.2% | -75.3% |
| 5Y | -97.1% | +33.4% | -130.5% | -97.7% |
| All | -99.1% | +109.3% | -208.5% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling