+397.6%
VRT vs ITW
+33.1%
+364.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +18.6% | +0.5% | +18.2% | +18.3% |
| 30D | -11.7% | +7.7% | -19.3% | -15.3% |
| 3M | -27.3% | -1.3% | -25.9% | -26.8% |
| 6M | -42.9% | +15.5% | -58.4% | -47.6% |
| YTD | +29.5% | +18.6% | +10.9% | +17.8% |
| 1Y | +21.0% | +19.8% | +1.2% | +9.3% |
| All | +397.6% | +33.1% | +364.6% | +314.9% |
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 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