+7,103.1%
UNP vs FCEL
-99.8%
+7,202.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.3% |
| 7D | +4.2% | -2.8% | +7.0% | +4.3% |
| 30D | +5.6% | -31.6% | +37.2% | +7.4% |
| 3M | +2.0% | -52.4% | +54.4% | +5.3% |
| 6M | +15.4% | -51.4% | +66.8% | +16.1% |
| YTD | +32.7% | +32.4% | +0.3% | +24.1% |
| 1Y | +39.4% | +37.5% | +1.9% | +29.5% |
| 3Y | +54.3% | -69.3% | +123.6% | +47.7% |
| 5Y | +39.6% | -97.1% | +136.8% | +48.8% |
| 10Y | +288.9% | -99.1% | +388.0% | +256.2% |
| All | +7,103.1% | -99.8% | +7,202.9% | +6,489.7% |
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