-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 | -5.6% | +2.6% | -8.2% | -3.5% |
| 7D | -2.8% | -7.1% | +4.3% | -7.5% |
| 30D | -31.6% | +12.6% | -44.3% | -21.2% |
| 3M | -52.4% | +14.2% | -66.7% | -43.4% |
| 6M | -51.4% | +6.2% | -57.6% | -40.2% |
| YTD | +32.4% | -21.8% | +54.2% | +34.1% |
| 1Y | +37.5% | -23.1% | +60.6% | +38.6% |
| 3Y | -69.3% | -71.3% | +2.1% | -82.6% |
| 5Y | -97.1% | -77.0% | -20.1% | -97.9% |
| 10Y | -99.1% | -99.0% | -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