+267.4%
RTX vs FCEL
-99.1%
+366.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.3% |
| 7D | +4.8% | -2.8% | +7.6% | +4.9% |
| 30D | +6.5% | -31.6% | +38.1% | +7.8% |
| 3M | -9.6% | -52.4% | +42.8% | -7.6% |
| 6M | +12.3% | -51.4% | +63.7% | +12.9% |
| YTD | +9.5% | +32.4% | -23.0% | +4.5% |
| 1Y | +15.8% | +37.5% | -21.7% | +10.1% |
| 3Y | +157.0% | -69.3% | +226.3% | +149.8% |
| 5Y | +148.8% | -97.1% | +245.9% | +162.8% |
| All | +267.4% | -99.1% | +366.5% | +269.4% |
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