-38.0%
VG vs ITW
+7.4%
-45.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +11.1% | -9.4% | +20.5% | +12.5% |
| 3M | +14.9% | +7.1% | +7.8% | +10.8% |
| 6M | +18.4% | -1.9% | +20.2% | +18.8% |
| YTD | +116.6% | +10.4% | +106.1% | +96.5% |
| 1Y | +9.4% | +3.3% | +6.1% | +4.5% |
| All | -38.0% | +7.4% | -45.5% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling