-90.8%
FCEL vs RSG
+88.5%
-179.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -6.0% |
| 7D | +6.3% | -1.8% | +8.1% | +6.1% |
| 30D | -18.8% | +2.8% | -21.6% | -18.5% |
| 3M | -3.8% | +4.3% | -8.1% | -3.8% |
| 6M | +121.1% | -0.5% | +121.7% | +122.8% |
| YTD | +113.3% | +5.2% | +108.0% | +112.5% |
| 1Y | +173.5% | -2.1% | +175.6% | +176.6% |
| 3Y | -63.9% | +56.5% | -120.4% | -71.8% |
| All | -90.8% | +88.5% | -179.2% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling