+38.8%
FCEL vs Q
+80.0%
-41.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +4.1% |
| 7D | +3.9% | +6.6% | -2.7% | -1.5% |
| 30D | -33.1% | +2.7% | -35.8% | -33.8% |
| 3M | -43.0% | -8.4% | -34.6% | -37.1% |
| 6M | -31.3% | -17.3% | -14.0% | -16.1% |
| YTD | +49.8% | +55.3% | -5.5% | +12.7% |
| 1Y | +48.2% | +31.5% | +16.7% | +14.3% |
| All | +38.8% | +80.0% | -41.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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