+45.9%
UPS vs FCEL
-99.1%
+145.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.0% |
| 7D | +3.8% | -2.8% | +6.6% | +3.9% |
| 30D | +17.4% | -31.6% | +49.0% | +18.8% |
| 3M | +8.2% | -52.4% | +60.6% | +10.5% |
| 6M | +17.9% | -51.4% | +69.4% | +18.5% |
| YTD | +18.7% | +32.4% | -13.7% | +13.6% |
| 1Y | +24.8% | +37.5% | -12.7% | +18.9% |
| 3Y | -4.5% | -69.3% | +64.7% | -7.1% |
| 5Y | -33.2% | -97.1% | +63.9% | -31.1% |
| All | +45.9% | -99.1% | +145.1% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling