+312.3%
ZETA vs FCEL
-96.8%
+409.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.8% |
| 7D | +18.1% | -2.8% | +20.9% | +18.5% |
| 30D | +13.6% | -31.6% | +45.2% | +20.0% |
| 3M | +23.7% | -52.4% | +76.1% | +35.9% |
| 6M | +128.5% | -51.4% | +179.9% | +129.9% |
| YTD | +80.1% | +32.4% | +47.7% | +40.5% |
| 1Y | +98.0% | +37.5% | +60.5% | +51.4% |
| 3Y | +348.6% | -69.3% | +417.9% | +291.3% |
| 5Y | +286.6% | -97.1% | +383.7% | +490.0% |
| All | +312.3% | -96.8% | +409.0% | +432.8% |
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