+22.4%
ZM vs FCEL
+269.1%
-246.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.3% | +3.2% |
| 7D | +2.9% | -15.8% | +18.8% | +3.0% |
| 30D | +0.7% | -29.3% | +30.0% | +0.8% |
| 3M | -3.7% | -30.1% | +26.5% | -4.2% |
| 6M | +29.9% | +74.4% | -44.6% | +23.6% |
| YTD | +17.4% | +104.5% | -87.1% | +10.5% |
| 1Y | +22.4% | +281.4% | -259.0% | +15.3% |
| All | +22.4% | +269.1% | -246.7% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling