-100.0%
FCEL vs QID
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.6% |
| 7D | -15.8% | -0.6% | -15.2% | -16.2% |
| 30D | -29.3% | 0.0% | -29.3% | -28.9% |
| 3M | -30.1% | +3.7% | -33.9% | -21.7% |
| 6M | +74.4% | -29.9% | +104.3% | +49.9% |
| YTD | +104.5% | -28.8% | +133.3% | +80.5% |
| 1Y | +281.4% | -37.2% | +318.6% | +216.8% |
| 3Y | -66.1% | -73.7% | +7.6% | -83.1% |
| 5Y | -91.9% | -80.7% | -11.1% | -95.1% |
| 10Y | -99.2% | -99.1% | -0.1% | -99.9% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling