-99.8%
FCEL vs URA
-51.6%
-48.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.4% | +7.1% | +8.0% |
| 7D | -11.2% | -4.1% | -7.1% | -7.3% |
| 30D | -45.8% | -19.0% | -26.8% | -34.4% |
| 3M | -51.0% | -25.1% | -25.8% | -36.4% |
| 6M | -22.2% | -44.5% | +22.2% | +32.2% |
| YTD | +36.3% | -24.3% | +60.6% | +81.5% |
| 1Y | +29.0% | -28.1% | +57.1% | +78.2% |
| 3Y | -70.9% | +40.7% | -111.5% | -77.0% |
| 5Y | -96.3% | +35.5% | -131.7% | -96.9% |
| 10Y | -99.1% | +281.2% | -380.2% | -99.6% |
| All | -99.8% | -51.6% | -48.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling