-90.5%
FCEL vs QID
-80.7%
-9.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.3% |
| 7D | +15.1% | -1.9% | +17.0% | +13.3% |
| 30D | -16.4% | +1.7% | -18.2% | -14.8% |
| 3M | -5.3% | -3.9% | -1.4% | -1.0% |
| 6M | +124.5% | -30.0% | +154.5% | +92.2% |
| YTD | +126.7% | -28.2% | +154.9% | +100.9% |
| 1Y | +219.9% | -35.6% | +255.5% | +170.2% |
| 3Y | -61.6% | -74.3% | +12.6% | -81.6% |
| 5Y | -90.5% | -80.8% | -9.7% | -94.2% |
| All | -90.5% | -80.7% | -9.8% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling