+255.6%
UAL vs FCEL
-100.0%
+355.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.5% | -9.5% | +0.7% |
| 7D | +8.2% | -11.2% | +19.4% | +9.3% |
| 30D | +2.3% | -45.8% | +48.1% | +9.4% |
| 3M | -12.7% | -51.0% | +38.3% | -6.6% |
| 6M | +12.7% | -22.2% | +34.9% | +8.5% |
| YTD | +0.8% | +36.3% | -35.4% | -11.9% |
| 1Y | +17.8% | +29.0% | -11.2% | +2.8% |
| 3Y | +206.7% | -70.9% | +277.6% | +186.1% |
| 5Y | +113.9% | -96.3% | +210.2% | +143.2% |
| 10Y | +97.0% | -99.1% | +196.1% | +88.7% |
| All | +255.6% | -100.0% | +355.6% | +377.7% |
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