+222.5%
VT vs ITW
+186.2%
+36.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.3% |
| 7D | +0.4% | -3.6% | +4.0% | +2.3% |
| 30D | +1.0% | -9.1% | +10.1% | +5.9% |
| 3M | +2.4% | +8.2% | -5.8% | -2.1% |
| 6M | +12.0% | -4.8% | +16.8% | +14.1% |
| YTD | +15.3% | +11.0% | +4.3% | +8.2% |
| 1Y | +22.6% | +4.2% | +18.3% | +18.5% |
| 3Y | +74.7% | +17.3% | +57.4% | +56.8% |
| 5Y | +66.1% | +33.0% | +33.1% | +37.3% |
| All | +222.5% | +186.2% | +36.4% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling