+243.8%
ZETA vs FCEL
-94.8%
+338.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.4% |
| 7D | -6.5% | +6.3% | -12.8% | -7.8% |
| 30D | +4.8% | -18.8% | +23.6% | +7.2% |
| 3M | +53.3% | -3.8% | +57.2% | +44.7% |
| 6M | +66.8% | +121.1% | -54.3% | +22.9% |
| YTD | +50.2% | +113.3% | -63.1% | +10.3% |
| 1Y | +62.0% | +173.5% | -111.5% | +10.5% |
| 3Y | +276.4% | -63.9% | +340.3% | +238.2% |
| 5Y | +341.6% | -90.7% | +432.3% | +479.5% |
| All | +243.8% | -94.8% | +338.5% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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