-99.6%
FCEL vs Z
+25.1%
-124.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.8% |
| 7D | -15.8% | -3.0% | -12.8% | -15.0% |
| 30D | -29.3% | -4.2% | -25.1% | -29.1% |
| 3M | -30.1% | -3.7% | -26.4% | -30.8% |
| 6M | +74.4% | -24.5% | +99.0% | +88.6% |
| YTD | +104.5% | -49.3% | +153.8% | +161.0% |
| 1Y | +281.4% | -58.7% | +340.1% | +425.9% |
| 3Y | -66.1% | -34.1% | -32.0% | -64.8% |
| 5Y | -91.9% | -64.5% | -27.3% | -89.8% |
| 10Y | -99.2% | -0.5% | -98.7% | -99.3% |
| All | -99.6% | +25.1% | -124.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling