-90.6%
FCEL vs QSR
+40.5%
-131.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +6.3% | -4.0% | +10.3% | +9.4% |
| 30D | -26.7% | +2.8% | -29.4% | -28.9% |
| 3M | -10.2% | +5.1% | -15.3% | -17.3% |
| 6M | +123.5% | +8.8% | +114.7% | +96.7% |
| YTD | +117.4% | +14.8% | +102.5% | +78.8% |
| 1Y | +146.0% | +25.7% | +120.3% | +82.6% |
| 3Y | -61.9% | +27.5% | -89.4% | -72.7% |
| All | -90.6% | +40.5% | -131.1% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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