+297.8%
VTI vs ITW
+194.8%
+102.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | -1.4% | -8.3% | +6.9% | +3.3% |
| 3M | +3.6% | +6.0% | -2.4% | -0.1% |
| 6M | +13.6% | 0.0% | +13.6% | +12.8% |
| YTD | +12.9% | +10.2% | +2.7% | +5.7% |
| 1Y | +17.2% | +3.2% | +14.0% | +13.5% |
| 3Y | +75.7% | +21.0% | +54.7% | +53.6% |
| 5Y | +75.4% | +37.9% | +37.5% | +40.2% |
| All | +297.8% | +194.8% | +102.9% | +115.1% |
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