-62.4%
FCEL vs UMAC
+473.8%
-536.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.4% |
| 7D | +6.3% | -3.4% | +9.7% | +7.3% |
| 30D | -26.7% | -15.1% | -11.6% | -24.4% |
| 3M | -10.2% | -10.8% | +0.6% | -8.0% |
| 6M | +123.5% | +15.7% | +107.8% | +112.6% |
| YTD | +117.4% | +80.1% | +37.2% | +91.7% |
| 1Y | +146.0% | +116.7% | +29.3% | +110.7% |
| All | -62.4% | +473.8% | -536.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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