+67.2%
QLD vs FCEL
-96.5%
+163.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.5% | -9.0% | +0.5% |
| 7D | -10.3% | -11.2% | +1.0% | -8.4% |
| 30D | -26.1% | -45.8% | +19.7% | -18.0% |
| 3M | -17.8% | -51.0% | +33.2% | -8.8% |
| 6M | -15.6% | -22.2% | +6.7% | -19.1% |
| YTD | +5.4% | +36.3% | -30.9% | -12.9% |
| 1Y | +5.2% | +29.0% | -23.8% | -13.3% |
| 3Y | +139.4% | -70.9% | +210.3% | +127.0% |
| All | +67.2% | -96.5% | +163.7% | +213.5% |
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