-99.7%
FCEL vs Z
+4.8%
-104.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.5% | +0.5% | -2.7% |
| 7D | -8.3% | -6.5% | -1.8% | -5.8% |
| 30D | -43.0% | -0.1% | -42.9% | -44.0% |
| 3M | -48.2% | -14.1% | -34.0% | -47.2% |
| 6M | -25.0% | -30.1% | +5.1% | -17.5% |
| YTD | +40.6% | -57.5% | +98.1% | +87.6% |
| 1Y | +36.0% | -60.3% | +96.3% | +85.7% |
| 3Y | -66.7% | -21.0% | -45.7% | -69.4% |
| 5Y | -96.7% | -54.9% | -41.7% | -96.1% |
| 10Y | -99.0% | -16.0% | -83.0% | -99.1% |
| All | -99.7% | +4.8% | -104.5% | -99.7% |
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 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