+3.5%
VCIT vs ITW
+34.3%
-30.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +1.9% | +7.6% | -5.7% | +1.2% |
| 3M | -1.4% | -4.0% | +2.6% | -1.1% |
| 6M | -2.1% | +9.2% | -11.3% | -3.0% |
| YTD | -1.6% | +16.2% | -17.9% | -3.2% |
| 1Y | -0.9% | +17.9% | -18.9% | -2.7% |
| 3Y | +20.0% | +30.6% | -10.6% | +16.0% |
| All | +3.5% | +34.3% | -30.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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