+141.3%
FCEL vs QS
-37.9%
+179.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.3% |
| 7D | +6.3% | -5.0% | +11.2% | +11.3% |
| 30D | -18.8% | -18.3% | -0.5% | -3.0% |
| 3M | -3.8% | -26.0% | +22.2% | +26.5% |
| 6M | +121.1% | -24.0% | +145.2% | +193.3% |
| YTD | +113.3% | -50.3% | +163.6% | +278.5% |
| All | +141.3% | -37.9% | +179.2% | +294.2% |
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