-75.2%
FCEL vs RVMD
+622.3%
-697.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.3% | -3.0% | +9.3% | +7.5% |
| 30D | -26.7% | -0.7% | -25.9% | -26.4% |
| 3M | -10.2% | +36.5% | -46.7% | -19.6% |
| 6M | +123.5% | +104.6% | +18.9% | +62.1% |
| YTD | +117.4% | +155.8% | -38.5% | +38.2% |
| 1Y | +146.0% | +340.7% | -194.7% | +20.9% |
| 3Y | -61.9% | +519.9% | -581.8% | -85.3% |
| 5Y | -90.5% | +584.9% | -675.4% | -96.9% |
| All | -75.2% | +622.3% | -697.6% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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