+19.6%
ITW vs FCEL
-63.4%
+83.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.6% |
| 7D | -2.4% | +6.3% | -8.6% | -2.5% |
| 30D | -9.5% | -18.8% | +9.3% | -9.3% |
| 3M | +6.6% | -3.8% | +10.5% | +5.7% |
| 6M | -1.8% | +121.1% | -122.9% | -6.1% |
| YTD | +9.0% | +113.3% | -104.3% | +3.9% |
| 1Y | +3.6% | +173.5% | -169.9% | -3.0% |
| All | +19.6% | -63.4% | +83.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling