-61.9%
FCEL vs ZBRA
+35.9%
-97.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.0% |
| 7D | +6.3% | -3.4% | +9.7% | +8.0% |
| 30D | -26.7% | -7.4% | -19.3% | -23.9% |
| 3M | -10.2% | +57.5% | -67.7% | -32.6% |
| 6M | +123.5% | +64.0% | +59.5% | +63.2% |
| YTD | +117.4% | +44.3% | +73.1% | +67.3% |
| 1Y | +146.0% | +10.9% | +135.1% | +124.0% |
| 3Y | -61.9% | +37.5% | -99.4% | -77.8% |
| All | -61.9% | +35.9% | -97.8% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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