+61.0%
ZM vs FCEL
-87.2%
+148.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.4% |
| 7D | +11.0% | -2.8% | +13.8% | +11.2% |
| 30D | +5.6% | -31.6% | +37.3% | +7.5% |
| 3M | -9.1% | -52.4% | +43.3% | -6.3% |
| 6M | -2.6% | -51.4% | +48.8% | -2.0% |
| YTD | +15.7% | +32.4% | -16.8% | +8.2% |
| 1Y | +18.8% | +37.5% | -18.7% | +10.5% |
| 3Y | +62.2% | -69.3% | +131.4% | +56.0% |
| 5Y | -60.9% | -97.1% | +36.3% | -58.9% |
| All | +61.0% | -87.2% | +148.2% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling