-99.8%
FCEL vs RMBS
+1,339.3%
-1,439.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -15.8% | -0.3% | -15.5% | -15.8% |
| 30D | -29.3% | -12.2% | -17.1% | -26.7% |
| 3M | -30.1% | -49.5% | +19.4% | -14.9% |
| 6M | +74.4% | -7.1% | +81.6% | +79.9% |
| YTD | +104.5% | -7.0% | +111.5% | +110.2% |
| 1Y | +281.4% | +13.3% | +268.0% | +271.0% |
| 3Y | -66.1% | +49.2% | -115.3% | -70.6% |
| 5Y | -91.9% | +250.0% | -341.8% | -94.2% |
| 10Y | -99.2% | +495.1% | -594.3% | -99.5% |
| All | -99.8% | +1,339.3% | -1,439.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling