-99.2%
FCEL vs RMBS
+554.0%
-653.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -4.3% |
| 7D | +6.3% | +1.2% | +5.1% | +5.7% |
| 30D | -18.8% | -11.5% | -7.3% | -12.1% |
| 3M | -3.8% | -38.2% | +34.4% | +31.7% |
| 6M | +121.1% | -4.8% | +125.9% | +125.4% |
| YTD | +113.3% | -7.1% | +120.4% | +116.2% |
| 1Y | +173.5% | +10.7% | +162.8% | +140.9% |
| 3Y | -63.9% | +54.5% | -118.4% | -79.1% |
| 5Y | -90.7% | +261.7% | -352.3% | -97.5% |
| All | -99.2% | +554.0% | -653.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling