+21.0%
ITW vs VTEB
+8.6%
+12.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.8% |
| 7D | -0.7% | -0.9% | +0.2% | +0.2% |
| 30D | -8.3% | -2.5% | -5.8% | -6.0% |
| 3M | +6.0% | -3.0% | +9.0% | +9.2% |
| 6M | 0.0% | -2.1% | +2.1% | +2.2% |
| YTD | +10.2% | -1.5% | +11.7% | +12.2% |
| 1Y | +3.2% | +0.2% | +3.1% | +3.7% |
| 3Y | +21.0% | +8.6% | +12.4% | +11.1% |
| All | +21.0% | +8.6% | +12.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling