+19.6%
ITW vs FTI
+264.2%
-244.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.9% |
| 7D | -2.4% | -5.6% | +3.2% | -1.4% |
| 30D | -9.5% | +0.4% | -9.9% | -9.7% |
| 3M | +6.6% | +8.1% | -1.5% | +4.9% |
| 6M | -1.8% | +16.7% | -18.5% | -5.1% |
| YTD | +9.0% | +70.0% | -61.0% | -2.1% |
| 1Y | +3.6% | +85.4% | -81.9% | -8.6% |
| All | +19.6% | +264.2% | -244.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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