+55.5%
ZM vs FCEL
-76.5%
+132.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +18.8% | -23.6% | -5.8% |
| 7D | +1.6% | +4.0% | -2.4% | +1.2% |
| 30D | -7.7% | -13.1% | +5.4% | -7.4% |
| 3M | -4.7% | +14.6% | -19.2% | -7.3% |
| 6M | +24.4% | +133.7% | -109.2% | +14.3% |
| YTD | +11.8% | +143.0% | -131.2% | +1.9% |
| 1Y | +13.4% | +320.9% | -307.5% | -1.3% |
| 3Y | +33.8% | -58.9% | +92.7% | +27.4% |
| 5Y | -67.2% | -89.7% | +22.5% | -66.8% |
| All | +55.5% | -76.5% | +132.1% | +88.2% |
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