-11.2%
QLD vs FCEL
-19.7%
+8.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +3.6% |
| 7D | -1.2% | +3.9% | -5.1% | -1.8% |
| 30D | -15.7% | -33.1% | +17.4% | -11.1% |
| 3M | -10.0% | -43.0% | +32.9% | -4.4% |
| 6M | -11.2% | -31.3% | +20.1% | -8.8% |
| All | -11.2% | -19.7% | +8.4% | -8.8% |
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 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