+62.5%
VUG vs ITW
+35.5%
+27.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +2.5% | +2.3% | +0.2% | +1.3% |
| 30D | -6.3% | +6.7% | -13.0% | -9.5% |
| 3M | -6.0% | -0.5% | -5.5% | -6.0% |
| 6M | -3.5% | +16.4% | -20.0% | -11.9% |
| YTD | +3.9% | +19.0% | -15.0% | -7.4% |
| 1Y | +5.1% | +20.2% | -15.1% | -7.1% |
| 3Y | +77.9% | +33.1% | +44.8% | +42.8% |
| All | +62.5% | +35.5% | +27.0% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling