+96.5%
UAL vs FCEL
-99.0%
+195.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.3% |
| 7D | +2.3% | +3.9% | -1.6% | +1.9% |
| 30D | +13.3% | -33.1% | +46.4% | +16.4% |
| 3M | -6.3% | -43.0% | +36.7% | -3.4% |
| 6M | +22.5% | -31.3% | +53.8% | +21.4% |
| YTD | +5.9% | +49.8% | -43.9% | -2.9% |
| 1Y | +24.7% | +48.2% | -23.5% | +14.0% |
| 3Y | +211.6% | -64.6% | +276.1% | +195.8% |
| 5Y | +130.6% | -96.7% | +227.3% | +147.5% |
| 10Y | +96.5% | -99.0% | +195.5% | +115.2% |
| All | +96.5% | -99.0% | +195.4% | +115.2% |
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