+101.1%
UAL vs FCEL
-99.1%
+200.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.5% |
| 7D | +12.5% | -8.3% | +20.7% | +13.0% |
| 30D | +12.2% | -43.0% | +55.2% | +16.5% |
| 3M | -2.6% | -48.2% | +45.6% | +1.2% |
| 6M | +21.1% | -25.0% | +46.0% | +19.0% |
| YTD | +7.8% | +40.6% | -32.8% | -0.6% |
| 1Y | +25.4% | +36.0% | -10.6% | +15.4% |
| 3Y | +217.3% | -66.7% | +284.1% | +202.8% |
| 5Y | +132.9% | -96.7% | +229.5% | +150.1% |
| 10Y | +101.1% | -99.0% | +200.2% | +117.9% |
| All | +101.1% | -99.1% | +200.3% | +117.9% |
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