+82.1%
QLD vs FCEL
-97.2%
+179.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -1.5% |
| 7D | +7.0% | -2.8% | +9.8% | +7.5% |
| 30D | -14.3% | -31.6% | +17.3% | -8.6% |
| 3M | -16.0% | -52.4% | +36.4% | -6.2% |
| 6M | -14.2% | -51.4% | +37.2% | -10.1% |
| YTD | +12.8% | +32.4% | -19.7% | -6.3% |
| 1Y | +14.1% | +37.5% | -23.4% | -7.2% |
| 3Y | +146.0% | -69.3% | +215.2% | +127.9% |
| All | +82.1% | -97.2% | +179.3% | +263.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling