-91.7%
FCEL vs URA
+128.0%
-219.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.2% |
| 7D | -15.8% | +1.1% | -16.9% | -16.8% |
| 30D | -29.3% | +7.4% | -36.7% | -33.9% |
| 3M | -30.1% | -8.4% | -21.7% | -22.7% |
| 6M | +74.4% | -12.7% | +87.2% | +97.5% |
| YTD | +104.5% | +7.8% | +96.7% | +96.4% |
| 1Y | +281.4% | +19.5% | +261.9% | +232.2% |
| 3Y | -66.1% | +116.4% | -182.5% | -83.5% |
| All | -91.7% | +128.0% | -219.7% | -95.9% |
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