+124.5%
FCEL vs ITOT
+15.2%
+109.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -4.7% |
| 7D | +15.1% | -0.4% | +15.4% | +16.2% |
| 30D | -16.4% | -1.6% | -14.9% | -11.5% |
| 3M | -5.3% | +3.5% | -8.8% | -14.6% |
| 6M | +124.5% | +13.1% | +111.4% | +81.4% |
| All | +124.5% | +15.2% | +109.3% | +81.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling