+9,034.5%
ITW vs VTRS
+553.2%
+8,481.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -8.3% | +3.3% | -11.6% | -8.9% |
| 3M | +6.0% | +2.0% | +4.0% | +5.5% |
| 6M | 0.0% | +19.9% | -20.0% | -3.5% |
| YTD | +10.2% | +35.7% | -25.5% | +3.9% |
| 1Y | +3.2% | +68.1% | -64.9% | -6.5% |
| 3Y | +21.0% | +87.1% | -66.1% | +6.1% |
| 5Y | +37.9% | +47.6% | -9.7% | +24.0% |
| 10Y | +193.2% | -48.2% | +241.4% | +197.8% |
| All | +9,034.5% | +553.2% | +8,481.4% | +5,739.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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