+37.1%
FCEL vs Q
+77.9%
-40.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.9% | +1.7% | +1.6% |
| 7D | +3.0% | +8.4% | -5.4% | -4.0% |
| 30D | -40.0% | -1.2% | -38.8% | -38.2% |
| 3M | -47.0% | -9.3% | -37.7% | -41.1% |
| 6M | -21.0% | -15.0% | -6.0% | -5.2% |
| YTD | +48.0% | +53.5% | -5.5% | +12.5% |
| 1Y | +43.9% | +35.9% | +8.0% | +10.7% |
| All | +37.1% | +77.9% | -40.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling