-26.8%
UPS vs FCEL
-61.1%
+34.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -1.0% |
| 7D | -3.7% | +15.1% | -18.7% | -4.3% |
| 30D | -3.7% | -16.4% | +12.7% | -3.3% |
| 3M | -6.6% | -5.3% | -1.3% | -7.8% |
| 6M | +2.6% | +124.5% | -122.0% | -4.5% |
| YTD | +4.8% | +126.7% | -121.9% | -2.9% |
| 1Y | +25.3% | +219.9% | -194.6% | +12.5% |
| All | -26.8% | -61.1% | +34.3% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling