+149.5%
URI vs FCEL
-68.7%
+218.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.9% |
| 7D | +6.7% | -2.8% | +9.5% | +6.9% |
| 30D | +8.9% | -31.6% | +40.5% | +11.4% |
| 3M | +0.5% | -52.4% | +52.9% | +4.7% |
| 6M | +20.7% | -51.4% | +72.1% | +22.2% |
| YTD | +40.0% | +32.4% | +7.6% | +28.7% |
| 1Y | +34.4% | +37.5% | -3.1% | +22.6% |
| 3Y | +149.5% | -69.3% | +218.7% | +154.2% |
| All | +149.5% | -68.7% | +218.1% | +154.2% |
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