+3.8%
VCIT vs ITW
+34.1%
-30.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | -3.6% | +3.2% | 0.0% |
| 30D | -0.8% | -9.1% | +8.4% | +0.1% |
| 3M | -1.0% | +8.2% | -9.2% | -1.8% |
| 6M | -1.8% | -4.8% | +2.9% | -1.5% |
| YTD | -0.7% | +11.0% | -11.7% | -1.8% |
| 1Y | +1.0% | +4.2% | -3.3% | +0.4% |
| 3Y | +18.8% | +17.3% | +1.6% | +16.2% |
| All | +3.8% | +34.1% | -30.3% | -1.6% |
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