+29.9%
FCEL vs Q
+74.5%
-44.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -3.2% |
| 7D | +14.8% | +11.5% | +3.3% | +3.4% |
| 30D | -33.9% | -0.2% | -33.7% | -32.5% |
| 3M | -52.7% | -13.6% | -39.1% | -44.7% |
| 6M | -40.0% | -27.0% | -13.0% | -18.4% |
| YTD | +40.2% | +50.5% | -10.3% | +9.0% |
| 1Y | +32.9% | +33.8% | -0.8% | +4.7% |
| All | +29.9% | +74.5% | -44.6% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling