-37.6%
ZS vs FCEL
+28.7%
-66.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | -0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -2.6% |
| 30D | -12.8% | -31.6% | +18.8% | -11.9% |
| 3M | +2.3% | -52.4% | +54.7% | +4.1% |
| 6M | +26.3% | -51.4% | +77.7% | +27.2% |
| YTD | -14.4% | +32.4% | -46.8% | -20.1% |
| 1Y | -37.6% | +37.5% | -75.1% | -42.2% |
| All | -37.6% | +28.7% | -66.4% | -42.2% |
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 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