+2,723.0%
VRT vs ITW
+138.4%
+2,584.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.7% |
| 7D | +9.1% | -3.6% | +12.7% | +11.7% |
| 30D | +0.9% | -9.1% | +10.1% | +7.5% |
| 3M | -13.4% | +8.2% | -21.6% | -18.2% |
| 6M | +11.7% | -4.8% | +16.5% | +14.9% |
| YTD | +73.2% | +11.0% | +62.2% | +60.8% |
| 1Y | +123.4% | +4.2% | +119.2% | +114.7% |
| 3Y | +606.2% | +17.3% | +588.9% | +518.5% |
| 5Y | +899.9% | +33.0% | +866.9% | +705.6% |
| All | +2,723.0% | +138.4% | +2,584.6% | +1,750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling