-99.1%
FCEL vs RRX
+228.4%
-327.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | -1.0% |
| 7D | +6.3% | -0.3% | +6.6% | +6.8% |
| 30D | -26.7% | -6.1% | -20.5% | -22.6% |
| 3M | -10.2% | -23.1% | +12.9% | +12.2% |
| 6M | +123.5% | -19.5% | +143.0% | +165.0% |
| YTD | +117.4% | +16.1% | +101.3% | +85.9% |
| 1Y | +146.0% | +12.9% | +133.0% | +115.6% |
| 3Y | -61.9% | +7.9% | -69.8% | -67.3% |
| 5Y | -90.5% | +19.1% | -109.6% | -92.5% |
| All | -99.1% | +228.4% | -327.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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