-99.8%
FCEL vs RVTY
+2,128.4%
-2,228.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.5% |
| 7D | -8.3% | -2.7% | -5.6% | -6.5% |
| 30D | -43.0% | +3.2% | -46.2% | -43.4% |
| 3M | -48.2% | +37.2% | -85.4% | -55.7% |
| 6M | -25.0% | +57.7% | -82.7% | -41.0% |
| YTD | +40.6% | +64.8% | -24.2% | +6.7% |
| 1Y | +36.0% | +72.8% | -36.9% | +0.5% |
| 3Y | -66.7% | +89.8% | -156.5% | -76.1% |
| 5Y | -96.7% | -8.4% | -88.2% | -96.6% |
| 10Y | -99.0% | +219.5% | -318.5% | -99.5% |
| All | -99.8% | +2,128.4% | -2,228.2% | -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