+2,876.9%
TQQQ vs FCEL
-99.1%
+2,976.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.6% | +2.3% |
| 7D | -1.9% | +6.3% | -8.2% | -3.1% |
| 30D | -4.9% | -26.7% | +21.8% | -1.3% |
| 3M | -6.4% | -10.2% | +3.8% | -7.7% |
| 6M | +44.4% | +123.5% | -79.1% | +20.9% |
| YTD | +35.2% | +117.4% | -82.2% | +12.5% |
| 1Y | +49.5% | +146.0% | -96.5% | +19.5% |
| 3Y | +250.7% | -61.9% | +312.6% | +224.1% |
| 5Y | +104.7% | -90.5% | +195.2% | +124.6% |
| All | +2,876.9% | -99.1% | +2,976.1% | +3,919.3% |
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 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