-65.2%
FCEL vs UL
+34.1%
-99.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.6% | +6.0% |
| 7D | +3.9% | -1.7% | +5.6% | +3.2% |
| 30D | -33.1% | +4.5% | -37.6% | -31.1% |
| 3M | -43.0% | +5.5% | -48.4% | -40.8% |
| 6M | -31.3% | +17.0% | -48.3% | -26.5% |
| YTD | +49.8% | +3.2% | +46.6% | +61.3% |
| 1Y | +48.2% | -1.9% | +50.1% | +60.3% |
| All | -65.2% | +34.1% | -99.3% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling