-99.1%
FCEL vs ULTA
+132.3%
-231.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.0% |
| 7D | +6.3% | -3.1% | +9.4% | +7.6% |
| 30D | -26.7% | +2.8% | -29.5% | -27.9% |
| 3M | -10.2% | +14.8% | -24.9% | -17.2% |
| 6M | +123.5% | -16.2% | +139.7% | +137.5% |
| YTD | +117.4% | -9.6% | +127.0% | +123.9% |
| 1Y | +146.0% | +4.8% | +141.2% | +136.6% |
| 3Y | -61.9% | +30.7% | -92.6% | -67.8% |
| 5Y | -90.5% | +45.9% | -136.4% | -92.2% |
| All | -99.1% | +132.3% | -231.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling