-99.1%
FCEL vs Z
-19.3%
-79.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.4% |
| 7D | +14.8% | -4.9% | +19.7% | +17.4% |
| 30D | -33.9% | +3.0% | -36.8% | -36.0% |
| 3M | -52.7% | -13.4% | -39.3% | -51.9% |
| 6M | -40.0% | -27.3% | -12.7% | -34.7% |
| YTD | +40.2% | -57.8% | +98.0% | +90.3% |
| 1Y | +32.9% | -60.0% | +93.0% | +83.9% |
| 3Y | -66.8% | -21.5% | -45.3% | -69.8% |
| 5Y | -97.0% | -55.0% | -42.0% | -96.5% |
| All | -99.1% | -19.3% | -79.8% | -99.2% |
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