+710.1%
VTV vs ITW
+1,065.6%
-355.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -2.1% | -2.4% | +0.3% | -0.7% |
| 30D | -1.3% | -9.5% | +8.2% | +4.6% |
| 3M | +5.6% | +6.6% | -1.0% | +1.3% |
| 6M | +12.4% | -1.8% | +14.1% | +12.7% |
| YTD | +17.6% | +9.0% | +8.6% | +10.6% |
| 1Y | +23.5% | +3.6% | +19.9% | +19.3% |
| 3Y | +67.0% | +19.4% | +47.6% | +46.5% |
| 5Y | +80.5% | +36.4% | +44.1% | +43.3% |
| 10Y | +230.6% | +190.0% | +40.6% | +58.5% |
| All | +710.1% | +1,065.6% | -355.5% | +57.8% |
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