+188.3%
ITW vs VFC
-69.1%
+257.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.2% | 0.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -8.3% | -9.0% | +0.6% | -6.2% |
| 3M | +6.0% | -24.2% | +30.2% | +12.7% |
| 6M | 0.0% | -18.5% | +18.5% | +3.7% |
| YTD | +10.2% | -25.9% | +36.1% | +16.7% |
| 1Y | +3.2% | -13.0% | +16.2% | +3.8% |
| 3Y | +21.0% | -20.3% | +41.3% | +8.7% |
| 5Y | +37.9% | -78.1% | +116.0% | +101.8% |
| All | +188.3% | -69.1% | +257.4% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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