+128.9%
CHRW vs VT
+214.8%
-85.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -1.5% |
| 7D | +0.7% | -4.2% | +4.9% | +3.5% |
| 30D | -5.0% | -5.8% | +0.8% | -1.3% |
| 3M | -16.1% | -5.2% | -10.9% | -13.3% |
| 6M | -22.6% | +0.1% | -22.8% | -23.2% |
| YTD | -19.3% | +8.2% | -27.5% | -23.7% |
| 1Y | -14.9% | +10.1% | -25.1% | -20.5% |
| 3Y | +68.0% | +69.7% | -1.6% | +17.6% |
| 5Y | +53.2% | +53.4% | -0.2% | +13.2% |
| All | +128.9% | +214.8% | -85.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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