-76.7%
FCEL vs ZCMD
-100.0%
+23.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +9.0% | +2.3% |
| 7D | +6.3% | -5.4% | +11.7% | +6.6% |
| 30D | -26.7% | -24.8% | -1.9% | -25.8% |
| 3M | -10.2% | -62.8% | +52.6% | -14.3% |
| 6M | +123.5% | -99.5% | +223.0% | +163.4% |
| YTD | +117.4% | -99.8% | +217.1% | +168.6% |
| 1Y | +146.0% | -99.9% | +245.9% | +225.3% |
| 3Y | -61.9% | -100.0% | +38.1% | -40.1% |
| 5Y | -90.5% | -100.0% | +9.5% | -85.2% |
| All | -76.7% | -100.0% | +23.3% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling