+129.9%
CHRW vs VSAT
-16.2%
+146.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | +7.3% | +5.9% | +1.4% | +6.7% |
| 30D | -3.6% | +9.7% | -13.3% | -4.8% |
| 3M | -9.6% | -18.3% | +8.7% | -8.7% |
| 6M | -17.0% | -4.1% | -12.9% | -18.4% |
| YTD | -15.4% | +96.5% | -111.9% | -22.9% |
| 1Y | -10.0% | +89.3% | -99.3% | -17.9% |
| 3Y | +82.2% | +270.1% | -187.9% | +45.4% |
| 5Y | +59.4% | +26.4% | +33.0% | +39.3% |
| All | +129.9% | -16.2% | +146.2% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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