-67.5%
FCEL vs Z
-19.5%
-48.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.8% | +4.8% | +7.8% |
| 7D | +3.0% | -5.2% | +8.2% | +4.3% |
| 30D | -40.0% | +5.7% | -45.7% | -41.2% |
| 3M | -47.0% | -8.7% | -38.3% | -47.1% |
| 6M | -21.0% | -26.0% | +4.9% | -16.4% |
| YTD | +48.0% | -55.0% | +103.1% | +83.5% |
| 1Y | +43.9% | -58.0% | +101.9% | +82.3% |
| 3Y | -67.5% | -15.2% | -52.3% | -78.7% |
| All | -67.5% | -19.5% | -48.0% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling