+178.3%
CHRW vs VTEB
+17.9%
+160.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +4.6% | -2.5% | +7.1% | +5.2% |
| 3M | -19.7% | -3.0% | -16.7% | -19.1% |
| 6M | -12.4% | -2.1% | -10.3% | -11.9% |
| YTD | -3.9% | -1.5% | -2.4% | -3.5% |
| 1Y | +18.4% | +0.2% | +18.2% | +18.4% |
| 3Y | +88.8% | +8.6% | +80.3% | +85.5% |
| 5Y | +93.5% | +1.2% | +92.3% | +91.7% |
| All | +178.3% | +17.9% | +160.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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