-89.7%
FCEL vs Z
-67.0%
-22.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -6.4% | +25.2% | +21.7% |
| 7D | +4.0% | -3.3% | +7.2% | +4.5% |
| 30D | -13.1% | -3.7% | -9.3% | -13.7% |
| 3M | +14.6% | -7.0% | +21.6% | +13.9% |
| 6M | +133.7% | -29.5% | +163.2% | +161.9% |
| YTD | +143.0% | -52.6% | +195.5% | +229.9% |
| 1Y | +320.9% | -64.0% | +384.9% | +552.2% |
| 3Y | -58.9% | -36.4% | -22.5% | -58.9% |
| 5Y | -89.7% | -65.8% | -23.9% | -90.1% |
| All | -89.7% | -67.0% | -22.6% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling