+183.8%
VXUS vs ITW
+602.8%
-419.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.0% | -3.6% | +4.6% | +2.9% |
| 30D | +2.2% | -9.1% | +11.3% | +7.3% |
| 3M | +3.0% | +8.2% | -5.3% | -1.7% |
| 6M | +10.7% | -4.8% | +15.4% | +12.8% |
| YTD | +17.8% | +11.0% | +6.8% | +10.5% |
| 1Y | +27.6% | +4.2% | +23.3% | +23.3% |
| 3Y | +73.3% | +17.3% | +56.0% | +55.2% |
| 5Y | +54.3% | +33.0% | +21.3% | +26.6% |
| 10Y | +149.8% | +182.3% | -32.5% | +23.2% |
| All | +183.8% | +602.8% | -419.0% | -30.6% |
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