-99.2%
FCEL vs RJF
+429.5%
-528.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.1% |
| 7D | +6.3% | -4.2% | +10.5% | +9.7% |
| 30D | -18.8% | -3.6% | -15.2% | -16.7% |
| 3M | -3.8% | +15.6% | -19.5% | -15.2% |
| 6M | +121.1% | +17.6% | +103.5% | +91.2% |
| YTD | +113.3% | +9.2% | +104.1% | +95.2% |
| 1Y | +173.5% | +5.5% | +168.0% | +158.7% |
| 3Y | -63.9% | +70.3% | -134.2% | -77.2% |
| 5Y | -90.7% | +106.0% | -196.7% | -94.9% |
| All | -99.2% | +429.5% | -528.6% | -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