+149.8%
QQQM vs FCEL
-79.3%
+229.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.6% |
| 7D | -1.3% | +6.3% | -7.5% | -1.8% |
| 30D | -1.4% | -18.8% | +17.4% | -0.3% |
| 3M | +2.2% | -3.8% | +6.0% | +0.4% |
| 6M | +16.9% | +121.1% | -104.2% | +5.5% |
| YTD | +15.7% | +113.3% | -97.6% | +4.0% |
| 1Y | +22.7% | +173.5% | -150.8% | +6.5% |
| 3Y | +93.9% | -63.9% | +157.8% | +86.0% |
| 5Y | +94.6% | -90.7% | +185.2% | +102.7% |
| All | +149.8% | -79.3% | +229.1% | +142.7% |
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