+1,520.2%
QLD vs FCEL
-99.0%
+1,619.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +4.0% |
| 7D | -1.2% | +3.9% | -5.1% | -1.5% |
| 30D | -15.7% | -33.1% | +17.4% | -12.4% |
| 3M | -10.0% | -43.0% | +32.9% | -5.9% |
| 6M | -11.2% | -31.3% | +20.1% | -11.4% |
| YTD | +16.4% | +49.8% | -33.4% | +5.6% |
| 1Y | +12.7% | +48.2% | -35.5% | +1.8% |
| 3Y | +152.3% | -64.6% | +216.9% | +139.0% |
| 5Y | +91.8% | -96.7% | +188.5% | +115.5% |
| 10Y | +1,520.2% | -99.0% | +1,619.3% | +1,825.3% |
| All | +1,520.2% | -99.0% | +1,619.2% | +1,825.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling