-14.3%
QLD vs FCEL
-32.3%
+18.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -15.3% | +2.5% | -10.3% |
| 7D | -18.6% | -26.7% | +8.1% | -14.6% |
| 30D | -28.3% | -56.8% | +28.5% | -19.7% |
| 3M | -20.4% | -57.8% | +37.4% | -11.5% |
| 6M | -14.3% | -34.1% | +19.8% | -7.5% |
| All | -14.3% | -32.3% | +18.1% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling