-59.0%
ZTS vs FCEL
-61.1%
+2.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.3% |
| 7D | -3.8% | +15.1% | -18.8% | -3.9% |
| 30D | -2.0% | -16.4% | +14.4% | -2.0% |
| 3M | -10.2% | -5.3% | -4.9% | -11.0% |
| 6M | -39.4% | +124.5% | -163.9% | -42.3% |
| YTD | -40.8% | +126.7% | -167.5% | -43.9% |
| 1Y | -50.1% | +219.9% | -270.0% | -53.7% |
| All | -59.0% | -61.1% | +2.2% | -57.9% |
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