-31.6%
ZS vs FCEL
+32.6%
-64.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.1% |
| 7D | -12.3% | -14.9% | +2.6% | -11.9% |
| 30D | +11.2% | -41.7% | +52.9% | +12.6% |
| 3M | +37.5% | -53.2% | +90.7% | +39.9% |
| 6M | +57.8% | -19.0% | +76.9% | +55.1% |
| YTD | -0.2% | +44.2% | -44.4% | -6.4% |
| 1Y | -31.6% | +42.4% | -74.1% | -35.9% |
| All | -31.6% | +32.6% | -64.2% | -35.9% |
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