+260.9%
UMC vs FCEL
-100.0%
+360.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +18.8% | -13.7% | +2.9% |
| 7D | +6.6% | +4.0% | +2.6% | +5.9% |
| 30D | +16.6% | -13.1% | +29.6% | +17.7% |
| 3M | +11.0% | +14.6% | -3.6% | +6.9% |
| 6M | +131.3% | +133.7% | -2.4% | +100.5% |
| YTD | +182.5% | +143.0% | +39.5% | +141.9% |
| 1Y | +222.3% | +320.9% | -98.6% | +153.1% |
| 3Y | +253.0% | -58.9% | +311.9% | +225.8% |
| 5Y | +141.8% | -89.7% | +231.5% | +146.2% |
| 10Y | +1,772.2% | -99.1% | +1,871.3% | +1,721.0% |
| All | +260.9% | -100.0% | +360.9% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling