+361.9%
ZETA vs FCEL
-64.6%
+426.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.5% | +1.1% | +7.1% |
| 7D | +18.8% | +3.9% | +14.9% | +18.3% |
| 30D | +12.6% | -33.1% | +45.7% | +16.0% |
| 3M | +29.5% | -43.0% | +72.4% | +33.8% |
| 6M | +128.6% | -31.3% | +159.9% | +120.9% |
| YTD | +85.5% | +49.8% | +35.7% | +58.8% |
| 1Y | +90.6% | +48.2% | +42.4% | +62.5% |
| All | +361.9% | -64.6% | +426.5% | +308.6% |
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