+21.0%
ITW vs FCUV
-99.2%
+120.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +1.1% |
| 7D | -0.7% | -66.5% | +65.7% | -0.5% |
| 30D | -8.3% | +5.0% | -13.3% | -8.5% |
| 3M | +6.0% | +63.8% | -57.8% | +4.7% |
| 6M | 0.0% | -67.8% | +67.8% | -0.5% |
| YTD | +10.2% | -82.4% | +92.6% | +10.1% |
| 1Y | +3.2% | -94.7% | +98.0% | +4.0% |
| 3Y | +21.0% | -99.3% | +120.2% | +27.6% |
| All | +21.0% | -99.2% | +120.2% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling