-82.5%
FCEL vs QS
-44.4%
-38.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | -15.8% | -2.3% | -13.5% | -15.0% |
| 30D | -29.3% | -0.7% | -28.6% | -29.1% |
| 3M | -30.1% | -39.6% | +9.5% | -12.8% |
| 6M | +74.4% | -21.7% | +96.2% | +99.3% |
| YTD | +104.5% | -47.4% | +151.9% | +173.2% |
| 1Y | +281.4% | -28.4% | +309.7% | +349.5% |
| 3Y | -66.1% | -22.6% | -43.5% | -66.4% |
| 5Y | -91.9% | -75.6% | -16.3% | -88.9% |
| All | -82.5% | -44.4% | -38.1% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling