+6,797.8%
UNP vs FCEL
-99.8%
+6,897.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -5.3% | -15.8% | +10.5% | -4.5% |
| 30D | -1.5% | -29.3% | +27.7% | +0.1% |
| 3M | +10.3% | -30.1% | +40.4% | +10.2% |
| 6M | +9.7% | +74.4% | -64.8% | +2.3% |
| YTD | +27.1% | +104.5% | -77.4% | +16.9% |
| 1Y | +32.6% | +281.4% | -248.8% | +15.8% |
| 3Y | +40.0% | -66.1% | +106.1% | +34.0% |
| 5Y | +50.8% | -91.9% | +142.7% | +51.3% |
| 10Y | +278.6% | -99.2% | +377.8% | +254.6% |
| All | +6,797.8% | -99.8% | +6,897.5% | +6,108.0% |
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