+211.0%
RSP vs FCEL
-99.1%
+310.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.4% |
| 7D | +2.4% | -2.8% | +5.2% | +2.4% |
| 30D | +4.3% | -31.6% | +35.9% | +5.6% |
| 3M | -0.3% | -52.4% | +52.1% | +2.0% |
| 6M | +9.8% | -51.4% | +61.2% | +10.5% |
| YTD | +16.8% | +32.4% | -15.6% | +11.6% |
| 1Y | +19.5% | +37.5% | -18.0% | +13.7% |
| 3Y | +65.1% | -69.3% | +134.4% | +60.6% |
| 5Y | +48.7% | -97.1% | +145.8% | +54.6% |
| All | +211.0% | -99.1% | +310.1% | +226.3% |
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