+35.5%
ITW vs VFC
-68.3%
+103.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.3% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | +6.7% | +25.5% | -18.8% | +2.5% |
| 3M | -0.5% | +41.3% | -41.8% | -6.5% |
| 6M | +16.4% | +22.2% | -5.8% | +11.6% |
| YTD | +19.0% | +16.4% | +2.5% | +14.4% |
| 1Y | +20.2% | +38.4% | -18.2% | +12.0% |
| 3Y | +33.1% | +56.2% | -23.1% | +11.1% |
| All | +35.5% | -68.3% | +103.8% | +85.3% |
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