+219.9%
FCEL vs Z
-64.1%
+284.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.7% |
| 7D | +15.1% | -7.1% | +22.1% | +14.7% |
| 30D | -16.4% | -4.8% | -11.7% | -16.8% |
| 3M | -5.3% | -9.3% | +4.1% | -5.6% |
| 6M | +124.5% | -29.0% | +153.5% | +126.1% |
| YTD | +126.7% | -52.9% | +179.6% | +134.6% |
| 1Y | +219.9% | -63.1% | +283.0% | +243.6% |
| All | +219.9% | -64.1% | +284.0% | +243.6% |
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