-99.2%
FCEL vs Z
-6.2%
-92.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.7% |
| 7D | +6.3% | -11.6% | +17.8% | +11.7% |
| 30D | -18.8% | -8.5% | -10.3% | -17.3% |
| 3M | -3.8% | -7.9% | +4.1% | -4.0% |
| 6M | +121.1% | -29.1% | +150.2% | +145.2% |
| YTD | +113.3% | -54.2% | +167.5% | +187.2% |
| 1Y | +173.5% | -63.5% | +237.0% | +306.0% |
| 3Y | -63.9% | -38.6% | -25.3% | -61.8% |
| 5Y | -90.7% | -66.0% | -24.7% | -88.0% |
| All | -99.2% | -6.2% | -92.9% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling