-69.3%
FCEL vs RMBS
+32.1%
-101.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.3% | -3.8% |
| 7D | -2.8% | +10.3% | -13.1% | -7.7% |
| 30D | -31.6% | -10.7% | -20.9% | -26.6% |
| 3M | -52.4% | -17.2% | -35.2% | -46.6% |
| 6M | -51.4% | -39.0% | -12.4% | -35.2% |
| YTD | +32.4% | -10.5% | +42.9% | +44.6% |
| 1Y | +37.5% | -11.0% | +48.5% | +49.3% |
| 3Y | -69.3% | +31.3% | -100.6% | -74.3% |
| All | -69.3% | +32.1% | -101.3% | -74.3% |
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