-60.3%
FCEL vs QS
-25.4%
-34.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.6% | -0.1% | -3.3% |
| 7D | +15.1% | -4.2% | +19.3% | +17.9% |
| 30D | -16.4% | -15.7% | -0.8% | -8.4% |
| 3M | -5.3% | -28.7% | +23.4% | +14.7% |
| 6M | +124.5% | -23.2% | +147.8% | +168.1% |
| YTD | +126.7% | -49.9% | +176.6% | +227.9% |
| 1Y | +219.9% | -38.8% | +258.7% | +333.8% |
| All | -60.3% | -25.4% | -34.8% | -60.1% |
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 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