+0.6%
ZS vs FCEL
-61.1%
+61.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.3% | +2.8% |
| 7D | -3.8% | +15.1% | -18.9% | -4.5% |
| 30D | -6.0% | -16.4% | +10.5% | -5.6% |
| 3M | +32.0% | -5.3% | +37.3% | +30.9% |
| 6M | +2.1% | +124.5% | -122.4% | -4.6% |
| YTD | -26.2% | +126.7% | -152.8% | -31.2% |
| 1Y | -41.2% | +219.9% | -261.0% | -46.8% |
| All | +0.6% | -61.1% | +61.7% | +1.9% |
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 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