-99.1%
FCEL vs RJF
+326.9%
-426.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.2% |
| 7D | -2.8% | +3.6% | -6.4% | -5.3% |
| 30D | -31.6% | +7.2% | -38.9% | -35.5% |
| 3M | -52.4% | -6.5% | -45.9% | -50.5% |
| 6M | -51.4% | +10.3% | -61.7% | -56.2% |
| YTD | +32.4% | +6.5% | +25.9% | +22.4% |
| 1Y | +37.5% | +6.1% | +31.4% | +27.5% |
| 3Y | -69.3% | +74.9% | -144.2% | -81.4% |
| 5Y | -97.1% | +81.3% | -178.5% | -98.3% |
| All | -99.1% | +326.9% | -426.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling