-99.2%
FCEL vs UL
+65.6%
-164.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +6.3% | -4.1% | +10.3% | +7.7% |
| 30D | -18.8% | -1.2% | -17.6% | -18.7% |
| 3M | -3.8% | +6.0% | -9.8% | -7.6% |
| 6M | +121.1% | -5.5% | +126.6% | +121.7% |
| YTD | +113.3% | -3.3% | +116.6% | +110.7% |
| 1Y | +173.5% | -9.8% | +183.3% | +177.4% |
| 3Y | -63.9% | +20.1% | -84.1% | -69.2% |
| 5Y | -90.7% | +19.2% | -109.9% | -92.2% |
| All | -99.2% | +65.6% | -164.8% | -99.3% |
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