+196.2%
ITW vs VT
+217.6%
-21.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.9% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +9.1% | -3.1% | +12.1% | +12.2% |
| 3M | -1.6% | -3.5% | +1.9% | +1.7% |
| 6M | +14.5% | +0.5% | +14.0% | +13.2% |
| YTD | +19.2% | +10.8% | +8.4% | +6.7% |
| 1Y | +20.9% | +11.9% | +9.0% | +7.1% |
| 3Y | +33.1% | +73.0% | -39.9% | -25.1% |
| 5Y | +38.2% | +58.6% | -20.4% | -15.2% |
| 10Y | +196.2% | +219.2% | -23.0% | -12.7% |
| All | +196.2% | +217.6% | -21.5% | -12.7% |
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