-62.6%
FCEL vs ULTA
+28.6%
-91.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.4% |
| 7D | +6.3% | -3.9% | +10.1% | +7.9% |
| 30D | -18.8% | -1.1% | -17.7% | -18.8% |
| 3M | -3.8% | +13.8% | -17.6% | -11.2% |
| 6M | +121.1% | -17.2% | +138.4% | +139.5% |
| YTD | +113.3% | -11.5% | +124.7% | +124.4% |
| 1Y | +173.5% | +3.9% | +169.6% | +166.0% |
| All | -62.6% | +28.6% | -91.2% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling