-63.1%
FCEL vs UMAC
+488.3%
-551.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.3% |
| 7D | +6.3% | -4.0% | +10.3% | +7.4% |
| 30D | -18.8% | -9.4% | -9.4% | -17.3% |
| 3M | -3.8% | +3.0% | -6.8% | -3.9% |
| 6M | +121.1% | +27.2% | +93.9% | +107.0% |
| YTD | +113.3% | +84.7% | +28.6% | +87.2% |
| 1Y | +173.5% | +136.5% | +37.0% | +131.6% |
| All | -63.1% | +488.3% | -551.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling