-96.9%
FCEL vs URA
+33.4%
-130.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.4% | +7.1% | +7.3% |
| 7D | -11.2% | -4.1% | -7.1% | -6.7% |
| 30D | -45.8% | -19.0% | -26.8% | -32.4% |
| 3M | -51.0% | -25.1% | -25.8% | -33.8% |
| 6M | -22.2% | -44.5% | +22.2% | +41.6% |
| YTD | +36.3% | -24.3% | +60.6% | +87.3% |
| 1Y | +29.0% | -28.1% | +57.1% | +84.6% |
| 3Y | -70.9% | +40.7% | -111.5% | -78.9% |
| All | -96.9% | +33.4% | -130.3% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling