+281.4%
FCEL vs ULTA
+6.6%
+274.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.5% |
| 7D | -15.8% | +9.0% | -24.8% | -18.2% |
| 30D | -29.3% | +4.6% | -33.9% | -30.2% |
| 3M | -30.1% | +22.0% | -52.1% | -36.0% |
| 6M | +74.4% | -14.7% | +89.1% | +95.7% |
| YTD | +104.5% | -6.8% | +111.3% | +123.5% |
| 1Y | +281.4% | +6.5% | +274.8% | +320.6% |
| All | +281.4% | +6.6% | +274.7% | +320.6% |
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