+96.1%
VCIT vs ITW
+740.7%
-644.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | -0.1% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +1.9% | +7.6% | -5.7% | +1.7% |
| 3M | -1.4% | -4.0% | +2.6% | -1.4% |
| 6M | -2.1% | +9.2% | -11.3% | -2.4% |
| YTD | -1.6% | +16.2% | -17.9% | -2.0% |
| 1Y | -0.9% | +17.9% | -18.9% | -1.3% |
| 3Y | +20.0% | +30.6% | -10.6% | +19.2% |
| 5Y | +3.1% | +35.2% | -32.0% | +2.2% |
| 10Y | +28.7% | +212.2% | -183.5% | +29.5% |
| All | +96.1% | +740.7% | -644.6% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling