+942.2%
VTI vs ITW
+1,274.2%
-332.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -2.0% | -2.4% | +0.4% | -0.7% |
| 30D | -1.9% | -9.5% | +7.6% | +3.8% |
| 3M | +4.5% | +6.6% | -2.1% | +0.3% |
| 6M | +12.6% | -1.8% | +14.3% | +12.9% |
| YTD | +12.0% | +9.0% | +3.0% | +5.2% |
| 1Y | +17.3% | +3.6% | +13.8% | +13.2% |
| 3Y | +75.3% | +19.4% | +55.9% | +53.9% |
| 5Y | +74.0% | +36.4% | +37.6% | +39.5% |
| 10Y | +300.0% | +190.0% | +110.1% | +96.0% |
| All | +942.2% | +1,274.2% | -332.0% | +83.4% |
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 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