+176.1%
QLD vs FCEL
-65.9%
+242.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +0.6% | -15.8% | +16.4% | +2.2% |
| 30D | -0.1% | -29.3% | +29.1% | +3.0% |
| 3M | -8.4% | -30.1% | +21.8% | -7.0% |
| 6M | +32.2% | +74.4% | -42.2% | +20.4% |
| YTD | +28.9% | +104.5% | -75.6% | +14.9% |
| 1Y | +43.8% | +281.4% | -237.5% | +19.0% |
| All | +176.1% | -65.9% | +242.0% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling