-99.8%
FCEL vs UL
+1,675.0%
-1,774.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -6.0% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -31.6% | +4.5% | -36.1% | -33.7% |
| 3M | -52.4% | +6.5% | -58.9% | -54.4% |
| 6M | -51.4% | +18.2% | -69.6% | -56.6% |
| YTD | +32.4% | +4.7% | +27.7% | +23.6% |
| 1Y | +37.5% | +0.8% | +36.7% | +30.2% |
| 3Y | -69.3% | +35.9% | -105.2% | -75.3% |
| 5Y | -97.1% | +33.4% | -130.5% | -97.7% |
| 10Y | -99.1% | +106.9% | -206.0% | -99.4% |
| All | -99.8% | +1,675.0% | -1,774.9% | -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