-99.8%
FCEL vs UL
+1,649.6%
-1,749.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.6% | +7.0% |
| 7D | +3.9% | -1.7% | +5.6% | +4.4% |
| 30D | -33.1% | +4.5% | -37.6% | -35.1% |
| 3M | -43.0% | +5.5% | -48.4% | -45.2% |
| 6M | -31.3% | +17.0% | -48.3% | -38.4% |
| YTD | +49.8% | +3.2% | +46.6% | +40.8% |
| 1Y | +48.2% | -1.9% | +50.1% | +42.1% |
| 3Y | -64.6% | +33.6% | -98.1% | -71.3% |
| 5Y | -96.7% | +31.5% | -128.2% | -97.4% |
| 10Y | -99.0% | +103.9% | -203.0% | -99.4% |
| All | -99.8% | +1,649.6% | -1,749.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling