+227.0%
UPS vs FCEL
-99.9%
+326.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -2.9% | -15.8% | +12.9% | -2.0% |
| 30D | -3.5% | -29.3% | +25.8% | -1.9% |
| 3M | -5.7% | -30.1% | +24.4% | -5.6% |
| 6M | -4.4% | +74.4% | -78.8% | -10.4% |
| YTD | +8.0% | +104.5% | -96.5% | -0.2% |
| 1Y | +29.0% | +281.4% | -252.3% | +13.4% |
| 3Y | -27.7% | -66.1% | +38.4% | -30.5% |
| 5Y | -34.3% | -91.9% | +57.5% | -33.8% |
| 10Y | +37.8% | -99.2% | +137.0% | +32.5% |
| All | +227.0% | -99.9% | +326.9% | +200.9% |
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 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