+141.1%
QLD vs FCEL
-68.0%
+209.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.6% |
| 7D | -3.8% | -8.3% | +4.5% | -2.9% |
| 30D | -20.5% | -43.0% | +22.4% | -15.9% |
| 3M | -14.6% | -48.2% | +33.5% | -9.6% |
| 6M | -14.7% | -25.0% | +10.3% | -15.0% |
| YTD | +11.2% | +40.6% | -29.4% | +2.5% |
| 1Y | +7.1% | +36.0% | -28.9% | -1.5% |
| 3Y | +141.1% | -66.7% | +207.8% | +129.8% |
| All | +141.1% | -68.0% | +209.1% | +129.8% |
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