+9,757.5%
ITW vs VFC
+1,363.4%
+8,394.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | -0.7% |
| 7D | +2.3% | +1.6% | +0.7% | +1.8% |
| 30D | +6.7% | +25.5% | -18.8% | -0.6% |
| 3M | -0.5% | +41.3% | -41.8% | -10.9% |
| 6M | +16.4% | +22.2% | -5.8% | +7.8% |
| YTD | +19.0% | +16.4% | +2.5% | +10.6% |
| 1Y | +20.2% | +38.4% | -18.2% | +5.5% |
| 3Y | +33.1% | +56.2% | -23.1% | -3.7% |
| 5Y | +35.7% | -68.2% | +103.9% | +65.2% |
| 10Y | +194.0% | -48.4% | +242.4% | +183.2% |
| All | +9,757.5% | +1,363.4% | +8,394.1% | +3,374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling