+36.4%
ITW vs VFC
-79.4%
+115.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | -2.4% | -3.3% | +0.9% | -1.8% |
| 30D | -9.5% | -14.0% | +4.5% | -7.2% |
| 3M | +6.6% | -22.6% | +29.2% | +10.8% |
| 6M | -1.8% | -24.7% | +23.0% | +2.2% |
| YTD | +9.0% | -29.0% | +38.0% | +14.3% |
| 1Y | +3.6% | -13.8% | +17.3% | +4.4% |
| 3Y | +19.4% | -28.2% | +47.7% | +15.6% |
| 5Y | +36.4% | -79.0% | +115.4% | +90.3% |
| All | +36.4% | -79.4% | +115.8% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling