+42.4%
FCEL vs QS
-71.4%
+113.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.5% | -13.5% | -13.3% |
| 7D | -14.9% | +4.5% | -19.3% | -19.0% |
| 30D | -41.7% | -4.1% | -37.6% | -39.8% |
| 3M | -53.2% | -22.1% | -31.0% | -40.6% |
| 6M | -19.0% | -38.4% | +19.3% | +37.4% |
| YTD | +44.2% | -57.5% | +101.7% | +235.2% |
| 1Y | +42.4% | -71.3% | +113.7% | +358.2% |
| All | +42.4% | -71.4% | +113.9% | +358.2% |
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