+35.5%
ITW vs VT
+53.4%
-17.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +0.9% | -2.3% | +3.2% | +2.8% |
| 30D | +7.6% | -5.0% | +12.5% | +12.1% |
| 3M | -4.0% | -4.9% | +0.8% | -0.2% |
| 6M | +9.2% | -1.5% | +10.7% | +10.0% |
| YTD | +16.2% | +8.5% | +7.7% | +7.5% |
| 1Y | +17.9% | +11.4% | +6.6% | +6.5% |
| 3Y | +30.6% | +70.1% | -39.5% | -19.7% |
| All | +35.5% | +53.4% | -17.9% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling