-60.3%
FCEL vs QID
-73.9%
+13.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.3% |
| 7D | +15.1% | -1.9% | +17.0% | +13.4% |
| 30D | -16.4% | +1.7% | -18.2% | -14.9% |
| 3M | -5.3% | -3.9% | -1.4% | -1.6% |
| 6M | +124.5% | -30.0% | +154.5% | +100.0% |
| YTD | +126.7% | -28.2% | +154.9% | +107.4% |
| 1Y | +219.9% | -35.6% | +255.5% | +184.1% |
| All | -60.3% | -73.9% | +13.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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