+240.3%
UMC vs FCEL
+180.7%
+59.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.1% |
| 7D | +9.0% | +6.3% | +2.7% | +7.8% |
| 30D | +17.2% | -26.7% | +43.9% | +21.6% |
| 3M | +11.4% | -10.2% | +21.6% | +11.5% |
| 6M | +137.5% | +123.5% | +14.0% | +109.9% |
| YTD | +193.1% | +117.4% | +75.7% | +158.7% |
| 1Y | +240.3% | +146.0% | +94.3% | +202.8% |
| All | +240.3% | +180.7% | +59.6% | +202.8% |
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