+137.5%
UMC vs FCEL
-91.3%
+228.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -1.8% |
| 7D | +11.4% | +6.3% | +5.1% | +10.3% |
| 30D | +16.8% | -18.8% | +35.6% | +19.1% |
| 3M | +19.1% | -3.8% | +22.9% | +17.0% |
| 6M | +137.4% | +121.1% | +16.3% | +105.3% |
| YTD | +186.4% | +113.3% | +73.1% | +146.5% |
| 1Y | +229.1% | +173.5% | +55.6% | +168.2% |
| 3Y | +257.9% | -63.9% | +321.8% | +250.5% |
| 5Y | +137.5% | -90.7% | +228.2% | +164.4% |
| All | +137.5% | -91.3% | +228.8% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling