+55.7%
ZTS vs FCEL
-99.1%
+154.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | +0.1% |
| 7D | -3.7% | +6.3% | -10.0% | -4.0% |
| 30D | -0.8% | -26.7% | +25.9% | -0.1% |
| 3M | -9.7% | -10.2% | +0.4% | -10.5% |
| 6M | -38.4% | +123.5% | -161.9% | -41.4% |
| YTD | -41.1% | +117.4% | -158.5% | -44.1% |
| 1Y | -50.6% | +146.0% | -196.6% | -53.6% |
| 3Y | -59.1% | -61.9% | +2.8% | -60.3% |
| 5Y | -62.7% | -90.5% | +27.8% | -62.8% |
| All | +55.7% | -99.1% | +154.9% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling