-60.3%
FCEL vs RMBS
+56.5%
-116.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.1% |
| 7D | +15.1% | +3.5% | +11.6% | +13.2% |
| 30D | -16.4% | -8.6% | -7.8% | -12.3% |
| 3M | -5.3% | -40.3% | +35.0% | +22.8% |
| 6M | +124.5% | -1.0% | +125.5% | +132.1% |
| YTD | +126.7% | -4.6% | +131.3% | +135.9% |
| 1Y | +219.9% | +17.6% | +202.3% | +203.8% |
| All | -60.3% | +56.5% | -116.8% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling