+54.1%
UNP vs FCEL
-64.6%
+118.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.4% |
| 7D | -2.1% | +3.9% | -6.0% | -2.1% |
| 30D | +7.3% | -33.1% | +40.4% | +7.8% |
| 3M | +3.6% | -43.0% | +46.6% | +4.2% |
| 6M | +15.8% | -31.3% | +47.2% | +14.7% |
| YTD | +32.6% | +49.8% | -17.2% | +27.4% |
| 1Y | +37.2% | +48.2% | -11.0% | +31.6% |
| All | +54.1% | -64.6% | +118.7% | +52.5% |
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 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