+37.5%
FCEL vs Z
-58.2%
+95.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.0% | -5.2% |
| 7D | -2.8% | +0.8% | -3.7% | -2.7% |
| 30D | -31.6% | +5.2% | -36.8% | -30.6% |
| 3M | -52.4% | -17.0% | -35.4% | -52.5% |
| 6M | -51.4% | -22.7% | -28.7% | -51.7% |
| YTD | +32.4% | -56.3% | +88.7% | +26.0% |
| 1Y | +37.5% | -57.7% | +95.2% | +34.7% |
| All | +37.5% | -58.2% | +95.7% | +34.7% |
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