+203.4%
URI vs FCEL
-91.9%
+295.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -2.0% | -15.8% | +13.8% | -0.4% |
| 30D | -12.9% | -29.3% | +16.3% | -10.2% |
| 3M | -6.7% | -30.1% | +23.4% | -6.5% |
| 6M | +19.0% | +74.4% | -55.5% | +3.4% |
| YTD | +25.5% | +104.5% | -79.0% | +6.1% |
| 1Y | +5.5% | +281.4% | -275.8% | -20.3% |
| 3Y | +111.3% | -66.1% | +177.4% | +106.4% |
| All | +203.4% | -91.9% | +295.3% | +244.5% |
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