+93.9%
QQQ vs FCEL
-91.3%
+185.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.9% | -0.6% |
| 7D | -1.3% | +6.3% | -7.5% | -1.9% |
| 30D | -1.4% | -18.8% | +17.4% | -0.2% |
| 3M | +2.3% | -3.8% | +6.1% | +0.2% |
| 6M | +16.9% | +121.1% | -104.3% | +3.5% |
| YTD | +15.6% | +113.3% | -97.6% | +1.9% |
| 1Y | +22.6% | +173.5% | -150.9% | +3.4% |
| 3Y | +93.5% | -63.9% | +157.4% | +87.9% |
| 5Y | +93.9% | -90.7% | +184.6% | +116.0% |
| All | +93.9% | -91.3% | +185.2% | +116.0% |
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