+122.7%
CHRW vs VSAT
-4.9%
+127.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.5% |
| 30D | -9.4% | +4.0% | -13.3% | -10.1% |
| 3M | -12.6% | -11.8% | -0.9% | -12.3% |
| 6M | -24.2% | +6.9% | -31.1% | -26.0% |
| YTD | -18.9% | +117.2% | -136.1% | -26.6% |
| 1Y | -13.7% | +102.4% | -116.1% | -21.6% |
| 3Y | +72.6% | +295.5% | -222.9% | +37.3% |
| 5Y | +55.6% | +37.0% | +18.5% | +35.3% |
| 10Y | +122.7% | -6.0% | +128.8% | +96.3% |
| All | +122.7% | -4.9% | +127.6% | +96.3% |
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