+6,837.5%
ITW vs FCEL
-99.7%
+6,937.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -1.7% |
| 7D | -0.4% | +4.0% | -4.4% | -0.9% |
| 30D | -9.4% | -13.1% | +3.6% | -9.0% |
| 3M | +7.1% | +14.6% | -7.5% | +4.0% |
| 6M | -1.9% | +133.7% | -135.5% | -10.6% |
| YTD | +10.4% | +143.0% | -132.5% | -0.2% |
| 1Y | +3.3% | +320.9% | -317.6% | -11.4% |
| 3Y | +21.0% | -58.9% | +79.9% | +14.0% |
| 5Y | +36.3% | -89.7% | +126.0% | +34.9% |
| 10Y | +185.8% | -99.1% | +284.9% | +165.4% |
| All | +6,837.5% | -99.7% | +6,937.2% | +5,908.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling