+75.8%
VT vs ITW
+17.6%
+58.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | +0.4% | -3.6% | +4.0% | +1.9% |
| 30D | +1.0% | -9.1% | +10.1% | +4.9% |
| 3M | +2.4% | +8.2% | -5.8% | -1.4% |
| 6M | +12.0% | -4.8% | +16.8% | +13.7% |
| YTD | +15.3% | +11.0% | +4.3% | +9.0% |
| 1Y | +22.6% | +4.2% | +18.3% | +19.2% |
| All | +75.8% | +17.6% | +58.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling