+54.3%
VXUS vs ITW
+33.8%
+20.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | 0.0% |
| 7D | +0.3% | -1.9% | +2.2% | +1.1% |
| 30D | +0.7% | -10.4% | +11.0% | +5.4% |
| 3M | +4.8% | +3.5% | +1.2% | +2.7% |
| 6M | +11.3% | -3.4% | +14.7% | +12.3% |
| YTD | +16.5% | +8.5% | +8.0% | +11.4% |
| 1Y | +24.3% | +3.2% | +21.0% | +21.3% |
| 3Y | +74.5% | +18.9% | +55.6% | +57.1% |
| 5Y | +54.3% | +35.0% | +19.3% | +25.7% |
| All | +54.3% | +33.8% | +20.5% | +25.7% |
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