+221.6%
ITW vs FTV
+87.0%
+134.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.1% |
| 30D | -10.4% | -9.5% | -0.9% | -4.8% |
| 3M | +3.5% | -10.9% | +14.4% | +10.8% |
| 6M | -3.4% | -0.6% | -2.7% | -3.5% |
| YTD | +8.5% | +1.4% | +7.1% | +6.1% |
| 1Y | +3.2% | +17.6% | -14.4% | -8.2% |
| 3Y | +18.9% | -3.3% | +22.1% | +16.4% |
| 5Y | +35.0% | -0.1% | +35.2% | +27.3% |
| 10Y | +188.6% | +82.5% | +106.2% | +95.3% |
| All | +221.6% | +87.0% | +134.6% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling