+16.5%
VXUS vs ITW
+24.0%
-7.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.4% |
| 7D | +0.2% | +6.3% | -6.1% | -1.4% |
| 30D | -2.3% | +11.1% | -13.4% | -5.0% |
| 3M | -2.8% | +0.1% | -2.9% | -2.7% |
| 6M | +2.6% | +18.1% | -15.5% | -3.2% |
| YTD | +12.0% | +21.4% | -9.4% | +5.5% |
| 1Y | +16.5% | +22.9% | -6.4% | +9.1% |
| All | +16.5% | +24.0% | -7.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling