+188.3%
ITW vs FCEL
-99.1%
+287.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -0.7% | +6.3% | -7.0% | -1.0% |
| 30D | -8.3% | -26.7% | +18.3% | -7.6% |
| 3M | +6.0% | -10.2% | +16.2% | +5.2% |
| 6M | 0.0% | +123.5% | -123.5% | -5.0% |
| YTD | +10.2% | +117.4% | -107.1% | +4.6% |
| 1Y | +3.2% | +146.0% | -142.8% | -3.2% |
| 3Y | +21.0% | -61.9% | +82.9% | +17.5% |
| 5Y | +37.9% | -90.5% | +128.4% | +37.6% |
| All | +188.3% | -99.1% | +287.4% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling