+62.2%
ZM vs FCEL
-68.7%
+130.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.3% |
| 7D | +11.0% | -2.8% | +13.8% | +11.1% |
| 30D | +5.6% | -31.6% | +37.3% | +6.5% |
| 3M | -9.1% | -52.4% | +43.3% | -7.9% |
| 6M | -2.6% | -51.4% | +48.8% | -2.7% |
| YTD | +15.7% | +32.4% | -16.8% | +10.0% |
| 1Y | +18.8% | +37.5% | -18.7% | +12.6% |
| 3Y | +62.2% | -69.3% | +131.4% | +66.7% |
| All | +62.2% | -68.7% | +130.8% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling