+167.1%
RTX vs FCEL
-90.2%
+257.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -1.5% |
| 7D | -3.1% | +4.0% | -7.1% | -3.3% |
| 30D | -10.6% | -13.1% | +2.5% | -10.4% |
| 3M | +11.6% | +14.6% | -2.9% | +10.2% |
| 6M | -4.5% | +133.7% | -138.2% | -8.9% |
| YTD | +9.6% | +143.0% | -133.4% | +4.0% |
| 1Y | +30.8% | +320.9% | -290.0% | +20.4% |
| 3Y | +152.8% | -58.9% | +211.7% | +153.9% |
| 5Y | +167.1% | -89.7% | +256.8% | +188.2% |
| All | +167.1% | -90.2% | +257.3% | +188.2% |
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