+324.5%
ZETA vs FCEL
-96.3%
+420.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.5% | +1.1% | +6.6% |
| 7D | +18.8% | +3.9% | +14.9% | +17.9% |
| 30D | +12.6% | -33.1% | +45.7% | +19.3% |
| 3M | +29.5% | -43.0% | +72.4% | +37.8% |
| 6M | +128.6% | -31.3% | +159.9% | +115.0% |
| YTD | +85.5% | +49.8% | +35.7% | +41.9% |
| 1Y | +90.6% | +48.2% | +42.4% | +44.6% |
| 3Y | +358.0% | -64.6% | +422.6% | +289.4% |
| 5Y | +282.0% | -96.7% | +378.7% | +470.9% |
| All | +324.5% | -96.3% | +420.9% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling