+42.4%
FCEL vs ULTA
+27.7%
+14.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.0% | -6.9% |
| 7D | -14.9% | +6.7% | -21.6% | -16.2% |
| 30D | -41.7% | +21.7% | -63.4% | -44.9% |
| 3M | -53.2% | +21.5% | -74.6% | -55.8% |
| 6M | -19.0% | +27.5% | -46.6% | -24.1% |
| YTD | +44.2% | +9.2% | +35.0% | +50.5% |
| 1Y | +42.4% | +27.9% | +14.6% | +33.1% |
| All | +42.4% | +27.7% | +14.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling