-99.0%
FCEL vs URA
+375.7%
-474.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.1% | +15.7% | +16.1% |
| 7D | +4.0% | +8.1% | -4.1% | -2.6% |
| 30D | -13.1% | +5.8% | -18.8% | -17.1% |
| 3M | +14.6% | +3.4% | +11.1% | +13.9% |
| 6M | +133.7% | -2.6% | +136.3% | +142.0% |
| YTD | +143.0% | +11.2% | +131.8% | +128.8% |
| 1Y | +320.9% | +19.8% | +301.0% | +268.0% |
| 3Y | -58.9% | +121.5% | -180.3% | -79.7% |
| 5Y | -89.7% | +134.5% | -224.1% | -95.2% |
| All | -99.0% | +375.7% | -474.7% | -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