-100.0%
FCEL vs ITOT
+885.8%
-985.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.7% |
| 7D | +15.1% | -0.4% | +15.4% | +15.7% |
| 30D | -16.4% | -1.6% | -14.9% | -14.0% |
| 3M | -5.3% | +3.5% | -8.8% | -9.0% |
| 6M | +124.5% | +13.1% | +111.4% | +86.8% |
| YTD | +126.7% | +12.7% | +114.0% | +91.4% |
| 1Y | +219.9% | +18.3% | +201.6% | +152.6% |
| 3Y | -61.6% | +76.4% | -138.0% | -85.3% |
| 5Y | -90.5% | +73.8% | -164.3% | -95.7% |
| 10Y | -99.1% | +301.2% | -400.3% | -99.9% |
| All | -100.0% | +885.8% | -985.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling