+188.3%
ITW vs FTV
+80.7%
+107.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -0.7% | -4.0% | +3.2% | +1.7% |
| 30D | -8.3% | -11.0% | +2.7% | -1.5% |
| 3M | +6.0% | -8.4% | +14.4% | +11.6% |
| 6M | 0.0% | -2.6% | +2.5% | +1.0% |
| YTD | +10.2% | -0.6% | +10.8% | +9.0% |
| 1Y | +3.2% | +11.0% | -7.7% | -5.0% |
| 3Y | +21.0% | -6.3% | +27.3% | +20.8% |
| 5Y | +37.9% | -1.5% | +39.5% | +30.9% |
| All | +188.3% | +80.7% | +107.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling