+33.1%
ITW vs VLTO
+56.4%
-23.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | 0.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +6.7% | +17.5% | -10.8% | +0.7% |
| 3M | -0.5% | +21.4% | -21.9% | -7.3% |
| 6M | +16.4% | +38.1% | -21.7% | +3.6% |
| YTD | +19.0% | +19.0% | -0.1% | +11.1% |
| 1Y | +20.2% | +20.7% | -0.4% | +11.6% |
| 3Y | +33.1% | +64.3% | -31.2% | +15.5% |
| All | +33.1% | +56.4% | -23.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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