-33.5%
UPS vs FCEL
-90.4%
+56.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -0.9% |
| 7D | -3.7% | +15.1% | -18.7% | -4.6% |
| 30D | -3.7% | -16.4% | +12.7% | -3.1% |
| 3M | -6.6% | -5.3% | -1.3% | -8.3% |
| 6M | +2.6% | +124.5% | -122.0% | -7.4% |
| YTD | +4.8% | +126.7% | -121.9% | -6.1% |
| 1Y | +25.3% | +219.9% | -194.6% | +7.3% |
| 3Y | -26.9% | -61.6% | +34.8% | -29.3% |
| 5Y | -33.5% | -90.5% | +57.0% | -28.6% |
| All | -33.5% | -90.4% | +56.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling