-90.1%
FCEL vs QS
-75.6%
-14.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.6% | -0.1% | -3.0% |
| 7D | +15.1% | -4.2% | +19.3% | +18.1% |
| 30D | -16.4% | -15.7% | -0.8% | -7.6% |
| 3M | -5.3% | -28.7% | +23.4% | +16.9% |
| 6M | +124.5% | -23.2% | +147.8% | +171.1% |
| YTD | +126.7% | -49.9% | +176.6% | +244.1% |
| 1Y | +219.9% | -38.8% | +258.7% | +334.6% |
| 3Y | -61.6% | -24.0% | -37.6% | -66.2% |
| All | -90.1% | -75.6% | -14.5% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling