-58.0%
FCEL vs UMAC
+549.5%
-607.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +9.3% | +9.5% | +16.9% |
| 7D | +4.0% | +14.7% | -10.7% | +1.2% |
| 30D | -13.1% | -0.5% | -12.6% | -13.2% |
| 3M | +14.6% | +0.5% | +14.1% | +14.3% |
| 6M | +133.7% | +57.9% | +75.8% | +110.2% |
| YTD | +143.0% | +103.9% | +39.0% | +108.9% |
| 1Y | +320.9% | +159.3% | +161.6% | +249.1% |
| All | -58.0% | +549.5% | -607.5% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling