+31.5%
VCIT vs CHRW
+131.8%
-100.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.5% | -4.3% | +5.8% | +1.5% |
| 3M | -1.0% | -7.4% | +6.5% | -0.9% |
| 6M | -1.7% | -20.7% | +19.0% | -1.4% |
| YTD | -1.4% | -15.9% | +14.5% | -1.3% |
| 1Y | -0.9% | -9.9% | +9.0% | -1.0% |
| 3Y | +19.8% | +79.0% | -59.2% | +17.9% |
| 5Y | +4.6% | +61.3% | -56.7% | +3.2% |
| 10Y | +31.5% | +128.5% | -97.0% | +30.1% |
| All | +31.5% | +131.8% | -100.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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