+281.4%
FCEL vs QS
-28.5%
+309.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.5% |
| 7D | -15.8% | -2.3% | -13.5% | -14.3% |
| 30D | -29.3% | -0.7% | -28.6% | -29.1% |
| 3M | -30.1% | -39.6% | +9.5% | +3.0% |
| 6M | +74.4% | -21.7% | +96.2% | +120.4% |
| YTD | +104.5% | -47.4% | +151.9% | +224.9% |
| 1Y | +281.4% | -28.4% | +309.7% | +602.7% |
| All | +281.4% | -28.5% | +309.8% | +602.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling