+279.2%
ZETA vs FCEL
-59.7%
+338.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -3.5% |
| 7D | -2.4% | +4.0% | -6.4% | -3.0% |
| 30D | +15.6% | -13.1% | +28.6% | +16.4% |
| 3M | +41.5% | +14.6% | +26.9% | +34.7% |
| 6M | +63.4% | +133.7% | -70.3% | +35.3% |
| YTD | +51.3% | +143.0% | -91.7% | +24.0% |
| 1Y | +65.8% | +320.9% | -255.0% | +28.0% |
| 3Y | +279.2% | -58.9% | +338.1% | +250.7% |
| All | +279.2% | -59.7% | +338.9% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling