+45.5%
UNP vs FCEL
-59.7%
+105.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -0.7% |
| 7D | -0.7% | +4.0% | -4.7% | -0.8% |
| 30D | -1.1% | -13.1% | +11.9% | -1.0% |
| 3M | +7.9% | +14.6% | -6.7% | +6.7% |
| 6M | +14.6% | +133.7% | -119.1% | +9.9% |
| YTD | +26.6% | +143.0% | -116.4% | +20.9% |
| 1Y | +35.6% | +320.9% | -285.3% | +26.0% |
| 3Y | +45.5% | -58.9% | +104.4% | +43.4% |
| All | +45.5% | -59.7% | +105.2% | +43.4% |
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 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