+174.6%
ZTS vs FCEL
-99.7%
+274.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -2.0% | -15.8% | +13.8% | -1.5% |
| 30D | +1.9% | -29.3% | +31.2% | +2.7% |
| 3M | -4.0% | -30.1% | +26.1% | -4.1% |
| 6M | -39.1% | +74.4% | -113.6% | -41.6% |
| YTD | -38.8% | +104.5% | -143.3% | -41.8% |
| 1Y | -49.6% | +281.4% | -330.9% | -53.4% |
| 3Y | -59.0% | -66.1% | +7.1% | -60.0% |
| 5Y | -61.8% | -91.9% | +30.1% | -61.7% |
| 10Y | +61.4% | -99.2% | +160.7% | +64.3% |
| All | +174.6% | -99.7% | +274.3% | +184.9% |
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 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