+263.0%
UMC vs FCEL
-61.1%
+324.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.7% | +10.7% | +4.7% |
| 7D | +13.6% | +15.1% | -1.4% | +11.8% |
| 30D | +20.8% | -16.4% | +37.2% | +22.3% |
| 3M | +16.1% | -5.3% | +21.4% | +15.3% |
| 6M | +137.3% | +124.5% | +12.8% | +116.3% |
| YTD | +193.8% | +126.7% | +67.1% | +166.4% |
| 1Y | +236.1% | +219.9% | +16.2% | +194.5% |
| All | +263.0% | -61.1% | +324.1% | +255.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling