-60.3%
FCEL vs UL
+21.6%
-81.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -7.3% |
| 7D | +15.1% | -3.2% | +18.3% | +13.8% |
| 30D | -16.4% | -0.6% | -15.9% | -16.4% |
| 3M | -5.3% | +9.4% | -14.7% | -3.1% |
| 6M | +124.5% | -4.1% | +128.7% | +134.1% |
| YTD | +126.7% | -2.0% | +128.7% | +135.2% |
| 1Y | +219.9% | -9.0% | +228.9% | +237.0% |
| All | -60.3% | +21.6% | -81.9% | -69.5% |
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