-99.9%
FCEL vs RSG
+2,005.0%
-2,104.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.3% | +19.0% |
| 7D | +4.0% | -0.7% | +4.7% | +4.3% |
| 30D | -13.1% | +3.3% | -16.4% | -14.4% |
| 3M | +14.6% | +8.5% | +6.1% | +8.5% |
| 6M | +133.7% | -3.5% | +137.2% | +131.4% |
| YTD | +143.0% | +5.5% | +137.5% | +130.9% |
| 1Y | +320.9% | -1.7% | +322.6% | +311.5% |
| 3Y | -58.9% | +56.9% | -115.8% | -68.5% |
| 5Y | -89.7% | +89.4% | -179.0% | -92.8% |
| 10Y | -99.1% | +412.5% | -511.6% | -99.6% |
| All | -99.9% | +2,005.0% | -2,104.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling