+51.7%
UNP vs FCEL
-90.4%
+142.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -1.1% |
| 7D | -1.7% | +15.1% | -16.8% | -2.2% |
| 30D | -2.1% | -16.4% | +14.3% | -1.8% |
| 3M | +5.4% | -5.3% | +10.7% | +4.3% |
| 6M | +13.4% | +124.5% | -111.1% | +6.3% |
| YTD | +25.0% | +126.7% | -101.7% | +16.6% |
| 1Y | +34.6% | +219.9% | -185.3% | +22.1% |
| 3Y | +43.6% | -61.6% | +105.3% | +41.1% |
| 5Y | +51.7% | -90.5% | +142.2% | +58.8% |
| All | +51.7% | -90.4% | +142.1% | +58.8% |
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