+558.6%
QQQ vs FCEL
-99.1%
+657.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.8% |
| 7D | -0.6% | +6.3% | -6.9% | -1.0% |
| 30D | -1.2% | -26.7% | +25.5% | 0.0% |
| 3M | -0.2% | -10.2% | +10.0% | -0.9% |
| 6M | +17.9% | +123.5% | -105.6% | +10.6% |
| YTD | +16.6% | +117.4% | -100.7% | +9.1% |
| 1Y | +23.0% | +146.0% | -123.0% | +13.3% |
| 3Y | +92.9% | -61.9% | +154.8% | +86.0% |
| 5Y | +95.6% | -90.5% | +186.1% | +96.5% |
| All | +558.6% | -99.1% | +657.7% | +600.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling