-76.7%
FCEL vs RVMD
+644.5%
-721.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -15.8% | +1.0% | -16.9% | -16.1% |
| 30D | -29.3% | +6.4% | -35.7% | -31.0% |
| 3M | -30.1% | +34.9% | -65.0% | -36.9% |
| 6M | +74.4% | +107.6% | -33.1% | +26.0% |
| YTD | +104.5% | +163.7% | -59.2% | +28.5% |
| 1Y | +281.4% | +439.2% | -157.8% | +71.9% |
| 3Y | -66.1% | +499.2% | -565.3% | -86.7% |
| 5Y | -91.9% | +621.7% | -713.6% | -97.4% |
| All | -76.7% | +644.5% | -721.2% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling