-62.4%
ZTS vs FCEL
-90.4%
+28.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.1% |
| 7D | -3.8% | +15.1% | -18.8% | -4.3% |
| 30D | -2.0% | -16.4% | +14.4% | -1.7% |
| 3M | -10.2% | -5.3% | -4.9% | -11.7% |
| 6M | -39.4% | +124.5% | -163.9% | -44.4% |
| YTD | -40.8% | +126.7% | -167.5% | -46.1% |
| 1Y | -50.1% | +219.9% | -270.0% | -56.2% |
| 3Y | -58.9% | -61.6% | +2.8% | -59.5% |
| 5Y | -62.4% | -90.5% | +28.2% | -59.8% |
| All | -62.4% | -90.4% | +28.0% | -59.8% |
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