+21.4%
ITW vs VLTO
+25.1%
-3.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -1.9% | -2.6% | +0.7% | -1.0% |
| 30D | -10.4% | -2.5% | -7.9% | -9.6% |
| 3M | +3.5% | +10.1% | -6.6% | +0.1% |
| 6M | -3.4% | +1.0% | -4.4% | -3.9% |
| YTD | +8.5% | -4.8% | +13.3% | +9.9% |
| 1Y | +3.2% | -9.3% | +12.6% | +6.6% |
| All | +21.4% | +25.1% | -3.7% | +14.8% |
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