-67.5%
FCEL vs QID
-72.1%
+4.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -5.9% |
| 7D | +14.8% | -11.8% | +26.6% | +4.3% |
| 30D | -33.9% | +14.2% | -48.1% | -22.4% |
| 3M | -52.7% | +8.8% | -61.5% | -45.7% |
| 6M | -40.0% | +1.5% | -41.5% | -28.8% |
| YTD | +40.2% | -23.8% | +64.0% | +43.8% |
| 1Y | +32.9% | -22.0% | +54.9% | +39.5% |
| All | -67.5% | -72.1% | +4.7% | -82.6% |
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