+23.6%
VRT vs ITW
+20.3%
+3.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +10.5% | +2.3% | +8.2% | +9.4% |
| 30D | -9.3% | +6.7% | -16.0% | -12.1% |
| 3M | -29.6% | -0.5% | -29.0% | -29.4% |
| 6M | -45.4% | +16.4% | -61.8% | -50.0% |
| YTD | +24.8% | +19.0% | +5.9% | +21.4% |
| 1Y | +23.6% | +20.2% | +3.4% | +21.1% |
| All | +23.6% | +20.3% | +3.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling