+2.0%
RDW vs FCEL
-96.9%
+99.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.8% |
| 7D | +0.9% | +6.3% | -5.4% | -1.0% |
| 30D | -21.3% | -26.7% | +5.4% | -15.6% |
| 3M | -37.9% | -10.2% | -27.7% | -39.5% |
| 6M | +12.3% | +123.5% | -111.2% | -19.2% |
| YTD | +39.7% | +117.4% | -77.6% | +2.6% |
| 1Y | +25.7% | +146.0% | -120.3% | -12.7% |
| 3Y | +230.8% | -61.9% | +292.7% | +199.2% |
| 5Y | -8.8% | -90.5% | +81.7% | +7.9% |
| All | +2.0% | -96.9% | +99.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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