-62.6%
FCEL vs RVMD
+536.1%
-598.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.3% |
| 7D | +6.3% | -3.6% | +9.8% | +7.3% |
| 30D | -18.8% | -1.1% | -17.7% | -18.5% |
| 3M | -3.8% | +41.0% | -44.9% | -11.2% |
| 6M | +121.1% | +105.7% | +15.4% | +78.6% |
| YTD | +113.3% | +155.3% | -42.0% | +57.1% |
| 1Y | +173.5% | +402.7% | -229.2% | +52.9% |
| All | -62.6% | +536.1% | -598.7% | -82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling