-99.2%
FCEL vs RMD
+276.6%
-375.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | +6.3% | -4.2% | +10.5% | +8.1% |
| 30D | -18.8% | -2.1% | -16.7% | -18.5% |
| 3M | -3.8% | +13.8% | -17.6% | -12.1% |
| 6M | +121.1% | -10.6% | +131.8% | +126.8% |
| YTD | +113.3% | -8.1% | +121.4% | +113.8% |
| 1Y | +173.5% | -18.0% | +191.5% | +191.0% |
| 3Y | -63.9% | +52.9% | -116.8% | -74.8% |
| 5Y | -90.7% | -22.3% | -68.4% | -90.5% |
| All | -99.2% | +276.6% | -375.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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