+152.0%
QQQM vs FCEL
-78.9%
+230.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -0.6% | +6.3% | -6.9% | -1.2% |
| 30D | -1.2% | -26.7% | +25.5% | +0.6% |
| 3M | -0.1% | -10.2% | +10.1% | -1.3% |
| 6M | +18.0% | +123.5% | -105.5% | +6.4% |
| YTD | +16.7% | +117.4% | -100.7% | +4.8% |
| 1Y | +23.0% | +146.0% | -122.9% | +7.8% |
| 3Y | +93.3% | -61.9% | +155.2% | +84.5% |
| 5Y | +96.3% | -90.5% | +186.8% | +104.2% |
| All | +152.0% | -78.9% | +230.9% | +144.5% |
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 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