+1,245.4%
VUG vs ITW
+1,080.9%
+164.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -1.4% | -9.4% | +8.0% | +4.1% |
| 3M | +2.3% | +7.1% | -4.8% | -2.1% |
| 6M | +15.7% | -1.9% | +17.5% | +16.0% |
| YTD | +8.6% | +10.4% | -1.8% | +1.3% |
| 1Y | +14.1% | +3.3% | +10.8% | +10.0% |
| 3Y | +87.9% | +21.0% | +66.9% | +63.4% |
| 5Y | +76.3% | +36.3% | +40.0% | +42.1% |
| 10Y | +409.7% | +185.8% | +223.9% | +154.0% |
| All | +1,245.4% | +1,080.9% | +164.5% | +183.8% |
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