-99.9%
FCEL vs UUUU
-92.0%
-8.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.6% |
| 7D | +15.1% | +1.8% | +13.2% | +14.7% |
| 30D | -16.4% | +1.8% | -18.3% | -16.7% |
| 3M | -5.3% | +1.3% | -6.5% | -4.4% |
| 6M | +124.5% | -26.8% | +151.3% | +141.2% |
| YTD | +126.7% | +0.1% | +126.6% | +130.1% |
| 1Y | +219.9% | +11.2% | +208.6% | +212.4% |
| 3Y | -61.6% | +97.7% | -159.3% | -67.3% |
| 5Y | -90.5% | +127.3% | -217.9% | -92.1% |
| 10Y | -99.1% | +532.6% | -631.7% | -99.4% |
| All | -99.9% | -92.0% | -8.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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