+33.1%
ITW vs VFC
+50.0%
-16.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.2% |
| 7D | +2.3% | +1.6% | +0.7% | +2.1% |
| 30D | +6.7% | +25.5% | -18.8% | +3.2% |
| 3M | -0.5% | +41.3% | -41.8% | -5.6% |
| 6M | +16.4% | +22.2% | -5.8% | +12.3% |
| YTD | +19.0% | +16.4% | +2.5% | +15.1% |
| 1Y | +20.2% | +38.4% | -18.2% | +13.5% |
| 3Y | +33.1% | +56.2% | -23.1% | +19.0% |
| All | +33.1% | +50.0% | -16.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling