+202.6%
ZTS vs FCEL
-99.8%
+302.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.6% |
| 7D | +1.0% | +14.8% | -13.7% | +0.6% |
| 30D | +12.4% | -33.9% | +46.3% | +13.5% |
| 3M | +13.6% | -52.7% | +66.3% | +15.4% |
| 6M | +9.3% | -40.0% | +49.3% | +8.6% |
| YTD | -32.6% | +40.2% | -72.8% | -35.5% |
| 1Y | -30.0% | +32.9% | -63.0% | -33.1% |
| 3Y | -48.7% | -66.8% | +18.1% | -50.2% |
| 5Y | -59.3% | -97.0% | +37.7% | -58.2% |
| 10Y | +79.8% | -99.1% | +178.9% | +80.8% |
| All | +202.6% | -99.8% | +302.3% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling