-99.8%
FCEL vs RVTY
+2,116.5%
-2,216.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.1% | +6.8% |
| 7D | +3.9% | -0.7% | +4.6% | +4.8% |
| 30D | -33.1% | +1.7% | -34.9% | -33.1% |
| 3M | -43.0% | +36.8% | -79.8% | -51.2% |
| 6M | -31.3% | +60.1% | -91.4% | -46.3% |
| YTD | +49.8% | +64.0% | -14.2% | +14.0% |
| 1Y | +48.2% | +68.2% | -20.0% | +10.9% |
| 3Y | -64.6% | +88.8% | -153.3% | -74.5% |
| 5Y | -96.7% | -10.5% | -86.2% | -96.7% |
| 10Y | -99.0% | +219.7% | -318.7% | -99.5% |
| All | -99.8% | +2,116.5% | -2,216.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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