+37.6%
ITW vs FCUV
-99.8%
+137.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +1.1% |
| 7D | -0.7% | -66.5% | +65.7% | -0.4% |
| 30D | -8.3% | +5.0% | -13.3% | -8.6% |
| 3M | +6.0% | +63.8% | -57.8% | +3.7% |
| 6M | 0.0% | -67.8% | +67.8% | -0.6% |
| YTD | +10.2% | -82.4% | +92.6% | +10.3% |
| 1Y | +3.2% | -94.7% | +98.0% | +4.8% |
| 3Y | +21.0% | -99.3% | +120.2% | +26.3% |
| All | +37.6% | -99.8% | +137.4% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling