+36.0%
FCEL vs URA
-30.3%
+66.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +0.2% |
| 7D | -8.3% | +0.3% | -8.6% | -7.7% |
| 30D | -43.0% | -14.8% | -28.2% | -29.8% |
| 3M | -48.2% | -25.3% | -22.9% | -25.6% |
| 6M | -25.0% | -39.9% | +15.0% | +33.7% |
| YTD | +40.6% | -22.4% | +63.0% | +97.7% |
| 1Y | +36.0% | -29.0% | +65.0% | +104.2% |
| All | +36.0% | -30.3% | +66.3% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling