+23.6%
ITW vs VLTO
+26.2%
-2.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -1.6% | +1.1% | +0.1% |
| 30D | -9.4% | -2.9% | -6.6% | -8.5% |
| 3M | +7.1% | +12.7% | -5.6% | +2.7% |
| 6M | -1.9% | +1.6% | -3.4% | -2.6% |
| YTD | +10.4% | -4.0% | +14.4% | +11.5% |
| 1Y | +3.3% | -10.2% | +13.5% | +7.1% |
| All | +23.6% | +26.2% | -2.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling