+1,842.6%
UMC vs FCEL
-99.1%
+1,941.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.2% |
| 7D | +9.0% | +6.3% | +2.7% | +8.4% |
| 30D | +17.2% | -26.7% | +43.9% | +19.4% |
| 3M | +11.4% | -10.2% | +21.6% | +10.9% |
| 6M | +137.5% | +123.5% | +14.0% | +119.8% |
| YTD | +193.1% | +117.4% | +75.7% | +170.5% |
| 1Y | +240.3% | +146.0% | +94.3% | +208.2% |
| 3Y | +262.2% | -61.9% | +324.1% | +248.9% |
| 5Y | +143.1% | -90.5% | +233.6% | +147.2% |
| All | +1,842.6% | -99.1% | +1,941.7% | +1,959.5% |
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