-99.7%
FCEL vs UL
+1,590.0%
-1,689.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.0% | +19.8% | +19.2% |
| 7D | +4.0% | -1.3% | +5.3% | +4.5% |
| 30D | -13.1% | +0.9% | -14.0% | -13.8% |
| 3M | +14.6% | +14.2% | +0.3% | +5.6% |
| 6M | +133.7% | -3.2% | +136.9% | +129.7% |
| YTD | +143.0% | -0.3% | +143.3% | +134.7% |
| 1Y | +320.9% | -8.8% | +329.6% | +320.1% |
| 3Y | -58.9% | +23.9% | -82.8% | -65.1% |
| 5Y | -89.7% | +21.4% | -111.0% | -91.3% |
| 10Y | -99.1% | +66.7% | -165.7% | -99.3% |
| All | -99.7% | +1,590.0% | -1,689.7% | -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