-69.3%
FCEL vs QS
-32.2%
-37.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -2.9% |
| 7D | -2.8% | -14.0% | +11.2% | +4.9% |
| 30D | -31.6% | -6.4% | -25.3% | -29.5% |
| 3M | -52.4% | -40.3% | -12.1% | -38.0% |
| 6M | -51.4% | -57.5% | +6.1% | -23.3% |
| YTD | +32.4% | -64.7% | +97.1% | +126.6% |
| 1Y | +37.5% | -72.9% | +110.4% | +161.1% |
| 3Y | -69.3% | -33.5% | -35.8% | -67.7% |
| All | -69.3% | -32.2% | -37.0% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling