+36.0%
UPS vs FCEL
-99.2%
+135.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.0% |
| 7D | -3.4% | +6.3% | -9.7% | -3.7% |
| 30D | -2.7% | -18.8% | +16.1% | -2.2% |
| 3M | -1.6% | -3.8% | +2.2% | -2.8% |
| 6M | +2.3% | +121.1% | -118.8% | -3.2% |
| YTD | +5.6% | +113.3% | -107.7% | -0.4% |
| 1Y | +27.1% | +173.5% | -146.5% | +17.8% |
| 3Y | -26.3% | -63.9% | +37.6% | -28.6% |
| 5Y | -34.5% | -90.7% | +56.2% | -34.7% |
| All | +36.0% | -99.2% | +135.1% | +41.1% |
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