+87.5%
UAL vs FCEL
-99.0%
+186.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.5% | -9.5% | +1.2% |
| 7D | +8.2% | -11.2% | +19.4% | +8.9% |
| 30D | +2.3% | -45.8% | +48.1% | +6.7% |
| 3M | -12.7% | -51.0% | +38.3% | -8.9% |
| 6M | +12.7% | -22.2% | +34.9% | +10.4% |
| YTD | +0.8% | +36.3% | -35.4% | -6.8% |
| 1Y | +17.8% | +29.0% | -11.2% | +8.8% |
| 3Y | +206.7% | -70.9% | +277.6% | +195.4% |
| 5Y | +113.9% | -96.3% | +210.2% | +128.4% |
| All | +87.5% | -99.0% | +186.5% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling