+976.8%
VRT vs ITW
+34.5%
+942.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -8.1% |
| 7D | +2.4% | -1.9% | +4.3% | +4.3% |
| 30D | -2.7% | -10.4% | +7.7% | +7.2% |
| 3M | -9.2% | +3.5% | -12.7% | -12.5% |
| 6M | -0.5% | -3.4% | +2.9% | +1.9% |
| YTD | +62.3% | +8.5% | +53.8% | +49.0% |
| 1Y | +109.6% | +3.2% | +106.3% | +99.6% |
| 3Y | +573.1% | +18.9% | +554.2% | +429.5% |
| All | +976.8% | +34.5% | +942.3% | +565.3% |
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