+185.8%
ITW vs VT
+222.7%
-37.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -3.6% | +0.4% | -4.0% | -4.0% |
| 30D | -9.1% | +1.0% | -10.1% | -10.0% |
| 3M | +8.2% | +2.4% | +5.8% | +5.4% |
| 6M | -4.8% | +12.0% | -16.8% | -15.3% |
| YTD | +11.0% | +15.3% | -4.3% | -4.2% |
| 1Y | +4.2% | +22.6% | -18.3% | -15.7% |
| 3Y | +17.3% | +74.7% | -57.4% | -34.3% |
| 5Y | +33.0% | +66.1% | -33.1% | -21.9% |
| All | +185.8% | +222.7% | -37.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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