-90.5%
FCEL vs UL
+19.6%
-110.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.7% |
| 7D | +15.1% | -3.2% | +18.3% | +15.1% |
| 30D | -16.4% | -0.6% | -15.9% | -16.5% |
| 3M | -5.3% | +9.4% | -14.7% | -6.8% |
| 6M | +124.5% | -4.1% | +128.7% | +128.3% |
| YTD | +126.7% | -2.0% | +128.7% | +128.4% |
| 1Y | +219.9% | -9.0% | +228.9% | +228.7% |
| 3Y | -61.6% | +21.8% | -83.5% | -65.5% |
| 5Y | -90.5% | +20.6% | -111.1% | -91.8% |
| All | -90.5% | +19.6% | -110.1% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling