+31.4%
VCIT vs CHRW
+128.5%
-97.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.4% | +4.7% | -6.1% | -1.5% |
| 30D | +0.8% | -2.6% | +3.4% | +0.8% |
| 3M | -1.7% | -8.0% | +6.3% | -1.7% |
| 6M | -2.1% | -19.0% | +16.9% | -1.9% |
| YTD | -2.0% | -15.5% | +13.4% | -2.0% |
| 1Y | -1.5% | -10.8% | +9.3% | -1.5% |
| 3Y | +19.0% | +79.8% | -60.8% | +17.1% |
| 5Y | +3.8% | +59.3% | -55.5% | +2.4% |
| All | +31.4% | +128.5% | -97.1% | +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