+1,934.0%
VRT vs ITW
+155.4%
+1,778.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +10.5% | +2.3% | +8.2% | +8.9% |
| 30D | -9.3% | +6.7% | -16.0% | -13.3% |
| 3M | -29.6% | -0.5% | -29.0% | -29.6% |
| 6M | -45.4% | +16.4% | -61.8% | -51.0% |
| YTD | +24.8% | +19.0% | +5.9% | +10.4% |
| 1Y | +23.6% | +20.2% | +3.4% | +8.2% |
| 3Y | +379.7% | +33.1% | +346.6% | +284.5% |
| 5Y | +660.3% | +35.7% | +624.6% | +498.0% |
| All | +1,934.0% | +155.4% | +1,778.6% | +1,170.8% |
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