+19.3%
FCEL vs ZYBT
-57.8%
+77.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -5.9% |
| 7D | +6.3% | -2.5% | +8.7% | +6.3% |
| 30D | -18.8% | -1.2% | -17.6% | -18.8% |
| 3M | -3.8% | +76.7% | -80.5% | -9.6% |
| 6M | +121.1% | +103.6% | +17.5% | +103.7% |
| YTD | +113.3% | +38.3% | +75.0% | +99.3% |
| 1Y | +173.5% | -84.7% | +258.2% | +171.3% |
| All | +19.3% | -57.8% | +77.1% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling