+682.7%
VRT vs ITW
+35.1%
+647.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | +18.6% | +0.5% | +18.2% | +18.2% |
| 30D | -11.7% | +7.7% | -19.3% | -17.6% |
| 3M | -27.3% | -1.3% | -25.9% | -26.7% |
| 6M | -42.9% | +15.5% | -58.4% | -50.5% |
| YTD | +29.5% | +18.6% | +10.9% | +9.1% |
| 1Y | +21.0% | +19.8% | +1.2% | +0.5% |
| 3Y | +403.1% | +32.5% | +370.6% | +252.4% |
| All | +682.7% | +35.1% | +647.6% | +353.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling