+252.6%
ZETA vs FCEL
-95.0%
+347.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.4% |
| 7D | +2.7% | -15.8% | +18.5% | +5.4% |
| 30D | +15.8% | -29.3% | +45.1% | +21.6% |
| 3M | +35.4% | -30.1% | +65.6% | +35.1% |
| 6M | +67.1% | +74.4% | -7.3% | +29.6% |
| YTD | +54.1% | +104.5% | -50.5% | +14.4% |
| 1Y | +67.8% | +281.4% | -213.6% | +6.7% |
| 3Y | +311.4% | -66.1% | +377.5% | +275.9% |
| 5Y | +324.8% | -91.9% | +416.7% | +472.9% |
| All | +252.6% | -95.0% | +347.7% | +334.0% |
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 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