+800.0%
VGT vs ITW
+194.8%
+605.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -0.2% | -0.7% | +0.6% | +0.2% |
| 30D | -0.4% | -8.3% | +7.9% | +4.6% |
| 3M | +4.4% | +6.0% | -1.6% | +0.3% |
| 6M | +32.1% | 0.0% | +32.1% | +30.9% |
| YTD | +28.8% | +10.2% | +18.6% | +19.7% |
| 1Y | +35.3% | +3.2% | +32.1% | +30.3% |
| 3Y | +124.8% | +21.0% | +103.8% | +93.8% |
| 5Y | +137.9% | +37.9% | +100.0% | +87.5% |
| All | +800.0% | +194.8% | +605.1% | +374.3% |
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