+283.9%
RTX vs FCEL
-99.1%
+383.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.4% |
| 7D | -1.6% | +15.1% | -16.7% | -2.2% |
| 30D | -11.6% | -16.4% | +4.9% | -11.2% |
| 3M | +9.2% | -5.3% | +14.4% | +8.1% |
| 6M | -4.4% | +124.5% | -128.9% | -9.8% |
| YTD | +8.9% | +126.7% | -117.8% | +2.4% |
| 1Y | +32.1% | +219.9% | -187.8% | +21.4% |
| 3Y | +151.2% | -61.6% | +212.9% | +143.6% |
| 5Y | +162.9% | -90.5% | +253.4% | +164.3% |
| 10Y | +283.9% | -99.1% | +383.0% | +267.0% |
| All | +283.9% | -99.1% | +383.1% | +267.0% |
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