+147.4%
URI vs FCEL
-74.5%
+221.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.5% | -10.4% | +0.4% |
| 7D | -9.8% | -11.2% | +1.4% | -9.1% |
| 30D | +1.7% | -45.8% | +47.5% | +5.5% |
| 3M | -9.1% | -51.0% | +41.9% | -5.6% |
| 6M | +9.9% | -22.2% | +32.1% | +7.1% |
| YTD | +31.2% | +36.3% | -5.0% | +20.5% |
| 1Y | +25.9% | +29.0% | -3.1% | +15.6% |
| 3Y | +147.4% | -70.9% | +218.3% | +156.1% |
| All | +147.4% | -74.5% | +221.8% | +156.1% |
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