+1,143.3%
RSP vs FCEL
-100.0%
+1,243.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.6% | -6.4% | +1.7% |
| 7D | +0.4% | +3.0% | -2.6% | +0.1% |
| 30D | +3.7% | -40.0% | +43.7% | +6.9% |
| 3M | +0.8% | -47.0% | +47.8% | +4.0% |
| 6M | +9.1% | -21.0% | +30.1% | +6.3% |
| YTD | +16.7% | +48.0% | -31.3% | +7.1% |
| 1Y | +19.7% | +43.9% | -24.2% | +9.5% |
| 3Y | +66.7% | -67.5% | +134.2% | +58.0% |
| 5Y | +48.7% | -96.7% | +145.4% | +59.9% |
| 10Y | +215.6% | -99.0% | +314.6% | +199.4% |
| All | +1,143.3% | -100.0% | +1,243.3% | +1,181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling