+128.6%
ZETA vs FCEL
-19.7%
+148.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.5% | +1.1% | +7.5% |
| 7D | +18.8% | +3.9% | +14.9% | +18.6% |
| 30D | +12.6% | -33.1% | +45.7% | +11.9% |
| 3M | +29.5% | -43.0% | +72.4% | +28.6% |
| 6M | +128.6% | -31.3% | +159.9% | +135.8% |
| All | +128.6% | -19.7% | +148.3% | +135.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling