+204.1%
CHRW vs VTEB
+26.0%
+178.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | +1.9% | -2.1% | +4.0% | +2.4% |
| 3M | -21.2% | -2.7% | -18.5% | -20.7% |
| 6M | -16.7% | -2.1% | -14.6% | -16.3% |
| YTD | -5.4% | -1.1% | -4.2% | -5.1% |
| 1Y | +21.2% | +1.3% | +19.9% | +20.9% |
| 3Y | +86.5% | +9.0% | +77.5% | +83.5% |
| 5Y | +93.0% | +1.5% | +91.5% | +91.1% |
| 10Y | +174.5% | +18.5% | +156.0% | +194.5% |
| All | +204.1% | +26.0% | +178.2% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling