+99.1%
UAL vs FCEL
-99.0%
+198.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +18.8% | -21.6% | -4.2% |
| 7D | +3.5% | +4.0% | -0.5% | +2.8% |
| 30D | -16.5% | -13.1% | -3.4% | -16.0% |
| 3M | +2.8% | +14.6% | -11.8% | -0.4% |
| 6M | +17.6% | +133.7% | -116.1% | +5.5% |
| YTD | -3.2% | +143.0% | -146.2% | -13.8% |
| 1Y | +0.4% | +320.9% | -320.4% | -15.3% |
| 3Y | +128.2% | -58.9% | +187.1% | +114.9% |
| 5Y | +137.7% | -89.7% | +227.4% | +137.9% |
| 10Y | +99.1% | -99.1% | +198.2% | +122.6% |
| All | +99.1% | -99.0% | +198.1% | +122.6% |
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