-99.1%
FCEL vs URA
+266.3%
-365.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.1% |
| 7D | -2.8% | -1.5% | -1.3% | -1.0% |
| 30D | -31.6% | -10.4% | -21.2% | -23.1% |
| 3M | -52.4% | -29.6% | -22.8% | -33.0% |
| 6M | -51.4% | -40.3% | -11.1% | -18.2% |
| YTD | +32.4% | -25.5% | +57.9% | +82.8% |
| 1Y | +37.5% | -26.4% | +63.9% | +90.7% |
| 3Y | -69.3% | +31.4% | -100.7% | -75.2% |
| 5Y | -97.1% | +28.6% | -125.7% | -97.6% |
| All | -99.1% | +266.3% | -365.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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