+207.2%
UMC vs FCEL
+269.1%
-61.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.3% |
| 7D | +5.0% | -15.8% | +20.8% | +7.2% |
| 30D | +7.7% | -29.3% | +37.0% | +12.1% |
| 3M | +1.7% | -30.1% | +31.8% | +4.6% |
| 6M | +113.9% | +74.4% | +39.5% | +96.9% |
| YTD | +168.9% | +104.5% | +64.4% | +144.5% |
| 1Y | +207.2% | +281.4% | -74.2% | +189.4% |
| All | +207.2% | +269.1% | -61.9% | +189.4% |
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