+1,876.6%
ITW vs VTR
+1,502.7%
+373.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -9.5% | +4.0% | -13.5% | -10.3% |
| 3M | +6.6% | +7.8% | -1.2% | +4.7% |
| 6M | -1.8% | +6.4% | -8.1% | -3.4% |
| YTD | +9.0% | +18.3% | -9.3% | +4.7% |
| 1Y | +3.6% | +33.9% | -30.4% | -3.4% |
| 3Y | +19.4% | +134.3% | -114.9% | -2.3% |
| 5Y | +36.4% | +90.3% | -53.9% | +15.8% |
| 10Y | +190.0% | +100.1% | +89.8% | +125.3% |
| All | +1,876.6% | +1,502.7% | +373.8% | +993.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 all: compounded portfolio wealth divided by compounded VTR 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…
all analysis · Full analysis span regression · 6 months rolling