+573.1%
VRT vs ITW
+18.4%
+554.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -8.6% |
| 7D | +2.4% | -1.9% | +4.3% | +3.7% |
| 30D | -2.7% | -10.4% | +7.7% | +3.8% |
| 3M | -9.2% | +3.5% | -12.7% | -11.4% |
| 6M | -0.5% | -3.4% | +2.9% | +1.1% |
| YTD | +62.3% | +8.5% | +53.8% | +54.6% |
| 1Y | +109.6% | +3.2% | +106.3% | +105.0% |
| All | +573.1% | +18.4% | +554.7% | +463.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling