-38.6%
ZS vs FCEL
-90.6%
+52.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -3.1% | +6.3% | -9.4% | -4.3% |
| 30D | -7.2% | -26.7% | +19.5% | -4.0% |
| 3M | +30.5% | -10.2% | +40.6% | +26.3% |
| 6M | +7.0% | +123.5% | -116.5% | -16.6% |
| YTD | -26.8% | +117.4% | -144.2% | -43.5% |
| 1Y | -42.6% | +146.0% | -188.6% | -58.6% |
| 3Y | -0.3% | -61.9% | +61.6% | -7.6% |
| All | -38.6% | -90.6% | +52.0% | -13.6% |
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