+42.4%
FCEL vs Z
-54.2%
+96.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.4% | -15.4% | -4.2% |
| 7D | -14.9% | +10.2% | -25.0% | -13.1% |
| 30D | -41.7% | +23.7% | -65.3% | -39.5% |
| 3M | -53.2% | -6.6% | -46.6% | -52.2% |
| 6M | -19.0% | -23.0% | +4.0% | -18.0% |
| YTD | +44.2% | -50.3% | +94.5% | +41.4% |
| 1Y | +42.4% | -53.6% | +96.0% | +41.8% |
| All | +42.4% | -54.2% | +96.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling