-90.8%
FCEL vs ITOT
+72.8%
-163.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -4.5% |
| 7D | +6.3% | -2.0% | +8.3% | +11.1% |
| 30D | -18.8% | -2.0% | -16.8% | -15.2% |
| 3M | -3.8% | +4.5% | -8.4% | -10.5% |
| 6M | +121.1% | +12.6% | +108.5% | +80.0% |
| YTD | +113.3% | +12.0% | +101.3% | +77.3% |
| 1Y | +173.5% | +17.3% | +156.3% | +111.6% |
| 3Y | -63.9% | +75.2% | -139.2% | -88.6% |
| All | -90.8% | +72.8% | -163.6% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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