+42.4%
FCEL vs ZYBT
-42.3%
+84.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.0% |
| 7D | -14.9% | -3.5% | -11.3% | -14.8% |
| 30D | -41.7% | +15.1% | -56.8% | -41.7% |
| 3M | -53.2% | +7.0% | -60.2% | -53.3% |
| 6M | -19.0% | +37.7% | -56.7% | -23.3% |
| YTD | +44.2% | +19.1% | +25.1% | +37.6% |
| 1Y | +42.4% | -38.3% | +80.7% | +35.8% |
| All | +42.4% | -42.3% | +84.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling