+1,570.9%
QQQ vs FCEL
-99.8%
+1,670.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +0.4% | -15.8% | +16.2% | +1.8% |
| 30D | +0.2% | -29.3% | +29.5% | +2.9% |
| 3M | -2.8% | -30.1% | +27.3% | -2.3% |
| 6M | +18.0% | +74.4% | -56.5% | +6.7% |
| YTD | +17.3% | +104.5% | -87.2% | +3.8% |
| 1Y | +25.6% | +281.4% | -255.8% | +2.8% |
| 3Y | +93.7% | -66.1% | +159.8% | +82.2% |
| 5Y | +94.2% | -91.9% | +186.0% | +98.6% |
| 10Y | +557.9% | -99.2% | +657.1% | +519.4% |
| All | +1,570.9% | -99.8% | +1,670.7% | +965.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling