+349.3%
ZETA vs FCEL
-90.4%
+439.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.1% |
| 7D | -0.1% | +15.1% | -15.1% | -2.7% |
| 30D | +10.5% | -16.4% | +26.9% | +12.4% |
| 3M | +44.3% | -5.3% | +49.6% | +36.8% |
| 6M | +59.4% | +124.5% | -65.1% | +17.6% |
| YTD | +49.5% | +126.7% | -77.2% | +8.8% |
| 1Y | +62.7% | +219.9% | -157.2% | +7.7% |
| 3Y | +274.6% | -61.6% | +336.3% | +234.6% |
| 5Y | +349.3% | -90.5% | +439.8% | +533.0% |
| All | +349.3% | -90.4% | +439.7% | +533.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling