+281.4%
FCEL vs RMBS
+16.3%
+265.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.0% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -29.3% | -12.2% | -17.1% | -23.0% |
| 3M | -30.1% | -49.5% | +19.4% | +4.9% |
| 6M | +74.4% | -7.1% | +81.6% | +88.8% |
| YTD | +104.5% | -7.0% | +111.5% | +116.3% |
| 1Y | +281.4% | +13.3% | +268.0% | +258.5% |
| All | +281.4% | +16.3% | +265.1% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling