+219.8%
VT vs ITW
+212.0%
+7.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.6% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | -2.6% | +8.6% | -11.2% | -6.6% |
| 3M | -3.2% | -2.7% | -0.5% | -2.1% |
| 6M | +0.9% | +14.0% | -13.0% | -6.2% |
| YTD | +11.3% | +18.6% | -7.3% | +0.8% |
| 1Y | +14.0% | +19.8% | -5.8% | +2.5% |
| 3Y | +75.8% | +34.8% | +41.0% | +46.6% |
| 5Y | +57.8% | +37.5% | +20.3% | +28.1% |
| 10Y | +219.8% | +199.9% | +19.9% | +78.3% |
| All | +219.8% | +212.0% | +7.8% | +78.3% |
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 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