+22.9%
ITW vs FCUV
-98.1%
+121.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.5% | +9.9% | +2.4% |
| 7D | +6.3% | -8.6% | +14.9% | +6.3% |
| 30D | +11.1% | -25.9% | +37.0% | +11.1% |
| 3M | +0.1% | -69.8% | +69.9% | +0.2% |
| 6M | +18.1% | -31.6% | +49.7% | +17.6% |
| YTD | +21.4% | -90.1% | +111.5% | +22.2% |
| 1Y | +22.9% | -98.0% | +120.9% | +30.2% |
| All | +22.9% | -98.1% | +121.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling