+177.7%
CHRW vs VTR
+100.2%
+77.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +4.4% | -1.8% | +6.2% | +4.7% |
| 30D | +5.5% | +4.0% | +1.5% | +4.8% |
| 3M | -17.3% | +7.8% | -25.1% | -18.2% |
| 6M | -12.7% | +6.4% | -19.0% | -13.5% |
| YTD | -4.1% | +18.3% | -22.4% | -6.7% |
| 1Y | +21.2% | +33.9% | -12.7% | +15.8% |
| 3Y | +88.9% | +134.3% | -45.4% | +65.7% |
| 5Y | +93.1% | +90.3% | +2.8% | +72.5% |
| All | +177.7% | +100.2% | +77.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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