+271.4%
ITW vs FCUV
-95.9%
+367.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.4% | -72.0% | +69.6% | -2.3% |
| 30D | -9.5% | -8.0% | -1.5% | -9.6% |
| 3M | +6.6% | +66.3% | -59.6% | +6.1% |
| 6M | -1.8% | -75.3% | +73.5% | -2.1% |
| YTD | +9.0% | -83.0% | +92.0% | +8.6% |
| 1Y | +3.6% | -94.7% | +98.2% | +3.3% |
| 3Y | +19.4% | -99.3% | +118.7% | +19.1% |
| 5Y | +36.4% | -99.9% | +136.3% | +36.0% |
| 10Y | +190.0% | -98.6% | +288.6% | +190.1% |
| All | +271.4% | -95.9% | +367.3% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling