+14.7%
QLD vs FCEL
+32.6%
-17.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.6% |
| 7D | -9.4% | -14.9% | +5.5% | -7.5% |
| 30D | -17.1% | -41.7% | +24.6% | -11.8% |
| 3M | -10.4% | -53.2% | +42.7% | -3.1% |
| 6M | +0.7% | -19.0% | +19.8% | +0.2% |
| YTD | +17.7% | +44.2% | -26.4% | +6.3% |
| 1Y | +14.7% | +42.4% | -27.8% | +1.7% |
| All | +14.7% | +32.6% | -17.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling