+1,294.0%
ITW vs FTI
+2,117.5%
-823.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -9.4% | +12.3% | -21.8% | -12.3% |
| 3M | +7.1% | +13.8% | -6.7% | +3.1% |
| 6M | -1.9% | +24.3% | -26.1% | -8.1% |
| YTD | +10.4% | +75.8% | -65.3% | -5.6% |
| 1Y | +3.3% | +99.6% | -96.3% | -14.8% |
| 3Y | +21.0% | +278.4% | -257.4% | -18.3% |
| 5Y | +36.3% | +1,168.7% | -1,132.4% | -37.7% |
| 10Y | +185.8% | +297.5% | -111.7% | +54.3% |
| All | +1,294.0% | +2,117.5% | -823.5% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling