-44.3%
ZS vs FCEL
-97.2%
+52.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.4% |
| 7D | -2.6% | -2.8% | +0.2% | -2.4% |
| 30D | -12.8% | -31.6% | +18.8% | -8.7% |
| 3M | +2.3% | -52.4% | +54.7% | +11.0% |
| 6M | +26.3% | -51.4% | +77.7% | +27.8% |
| YTD | -14.4% | +32.4% | -46.8% | -30.4% |
| 1Y | -37.6% | +37.5% | -75.1% | -50.3% |
| 3Y | +8.0% | -69.3% | +77.3% | -2.5% |
| All | -44.3% | -97.2% | +52.8% | +40.7% |
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