-68.1%
ZM vs FCEL
-90.7%
+22.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.4% |
| 7D | +0.3% | +15.1% | -14.7% | -1.5% |
| 30D | -10.3% | -16.4% | +6.2% | -9.3% |
| 3M | -0.7% | -5.3% | +4.6% | -4.7% |
| 6M | +24.8% | +124.5% | -99.7% | +1.5% |
| YTD | +11.5% | +126.7% | -115.2% | -11.0% |
| 1Y | +12.3% | +219.9% | -207.6% | -18.3% |
| 3Y | +33.5% | -61.6% | +95.1% | +27.1% |
| All | -68.1% | -90.7% | +22.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling