+251.3%
UAL vs FCEL
-100.0%
+351.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | +0.7% | -15.8% | +16.5% | +2.5% |
| 30D | -16.1% | -29.3% | +13.2% | -13.1% |
| 3M | +6.1% | -30.1% | +36.3% | +6.7% |
| 6M | +10.8% | +74.4% | -63.6% | -3.9% |
| YTD | -0.4% | +104.5% | -104.9% | -16.0% |
| 1Y | +5.0% | +281.4% | -276.4% | -20.1% |
| 3Y | +124.0% | -66.1% | +190.1% | +107.4% |
| 5Y | +141.0% | -91.9% | +232.8% | +149.6% |
| 10Y | +118.0% | -99.2% | +217.2% | +126.7% |
| All | +251.3% | -100.0% | +351.3% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling