+5.5%
URI vs FCEL
+328.0%
-322.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.3% | -0.3% |
| 7D | +2.5% | +4.0% | -1.5% | +2.2% |
| 30D | -12.5% | -13.1% | +0.5% | -12.2% |
| 3M | -6.2% | +14.6% | -20.8% | -7.9% |
| 6M | +25.9% | +133.7% | -107.8% | +13.9% |
| YTD | +26.2% | +143.0% | -116.8% | +13.9% |
| 1Y | +5.5% | +320.9% | -315.4% | -0.7% |
| All | +5.5% | +328.0% | -322.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling