+2,235.4%
VGT vs ITW
+1,065.6%
+1,169.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -1.0% | -2.4% | +1.3% | +0.4% |
| 30D | -0.4% | -9.5% | +9.1% | +5.6% |
| 3M | +6.6% | +6.6% | 0.0% | +2.0% |
| 6M | +31.0% | -1.8% | +32.8% | +31.2% |
| YTD | +27.2% | +9.0% | +18.2% | +19.0% |
| 1Y | +34.5% | +3.6% | +30.9% | +29.0% |
| 3Y | +123.1% | +19.4% | +103.7% | +94.2% |
| 5Y | +135.1% | +36.4% | +98.7% | +87.6% |
| 10Y | +803.4% | +190.0% | +613.4% | +335.2% |
| All | +2,235.4% | +1,065.6% | +1,169.8% | +357.9% |
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 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