+115.0%
UMC vs FCEL
+32.6%
+82.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.0% |
| 7D | -14.7% | -14.9% | +0.2% | -12.3% |
| 30D | -32.9% | -41.7% | +8.8% | -27.0% |
| 3M | -22.2% | -53.2% | +31.0% | -13.2% |
| 6M | +25.9% | -19.0% | +45.0% | +26.0% |
| YTD | +107.9% | +44.2% | +63.7% | +87.8% |
| 1Y | +115.0% | +42.4% | +72.6% | +90.8% |
| All | +115.0% | +32.6% | +82.5% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling