-100.0%
FCEL vs ULTA
+1,583.0%
-1,682.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.6% | +21.4% | +19.7% |
| 7D | +4.0% | +0.7% | +3.3% | +3.5% |
| 30D | -13.1% | -2.8% | -10.3% | -12.6% |
| 3M | +14.6% | +18.7% | -4.1% | +6.5% |
| 6M | +133.7% | -15.0% | +148.7% | +143.6% |
| YTD | +143.0% | -9.2% | +152.2% | +148.1% |
| 1Y | +320.9% | +5.7% | +315.2% | +307.2% |
| 3Y | -58.9% | +32.8% | -91.6% | -63.9% |
| 5Y | -89.7% | +46.0% | -135.6% | -91.0% |
| 10Y | -99.1% | +125.5% | -224.6% | -99.3% |
| All | -100.0% | +1,583.0% | -1,682.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling