-99.8%
FCEL vs QSR
+206.0%
-305.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.8% |
| 7D | +15.1% | -2.4% | +17.4% | +16.4% |
| 30D | -16.4% | +5.7% | -22.1% | -19.5% |
| 3M | -5.3% | +6.9% | -12.2% | -11.3% |
| 6M | +124.5% | +6.9% | +117.7% | +109.3% |
| YTD | +126.7% | +14.9% | +111.8% | +100.8% |
| 1Y | +219.9% | +29.1% | +190.8% | +163.4% |
| 3Y | -61.6% | +26.1% | -87.8% | -67.6% |
| 5Y | -90.5% | +42.3% | -132.8% | -92.4% |
| 10Y | -99.1% | +134.0% | -233.1% | -99.4% |
| All | -99.8% | +206.0% | -305.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling