+45.4%
RSP vs FCEL
-96.5%
+141.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -1.0% |
| 7D | -1.0% | -11.2% | +10.2% | -0.5% |
| 30D | +2.6% | -45.8% | +48.4% | +5.8% |
| 3M | -0.8% | -51.0% | +50.2% | +2.3% |
| 6M | +6.3% | -22.2% | +28.5% | +3.4% |
| YTD | +14.1% | +36.3% | -22.1% | +4.9% |
| 1Y | +18.0% | +29.0% | -11.0% | +8.4% |
| 3Y | +61.0% | -70.9% | +131.9% | +57.5% |
| All | +45.4% | -96.5% | +141.9% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling