-81.7%
FCEL vs QS
-47.4%
-34.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | +6.3% | -5.0% | +11.2% | +8.7% |
| 30D | -18.8% | -18.3% | -0.5% | -11.5% |
| 3M | -3.8% | -26.0% | +22.2% | +10.7% |
| 6M | +121.1% | -24.0% | +145.2% | +156.3% |
| YTD | +113.3% | -50.3% | +163.6% | +192.0% |
| 1Y | +173.5% | -38.0% | +211.5% | +246.8% |
| 3Y | -63.9% | -24.6% | -39.3% | -63.7% |
| 5Y | -90.7% | -75.4% | -15.3% | -87.1% |
| All | -81.7% | -47.4% | -34.3% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling