+147.3%
VXUS vs ITW
+194.8%
-47.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | -0.5% | -8.3% | +7.9% | +3.5% |
| 3M | +2.6% | +6.0% | -3.5% | -0.5% |
| 6M | +10.9% | 0.0% | +10.9% | +10.3% |
| YTD | +16.1% | +10.2% | +5.9% | +10.2% |
| 1Y | +22.3% | +3.2% | +19.1% | +19.3% |
| 3Y | +72.0% | +21.0% | +51.0% | +54.1% |
| 5Y | +54.1% | +37.9% | +16.2% | +27.7% |
| All | +147.3% | +194.8% | -47.6% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling