+158.3%
VEA vs CHRW
+182.4%
-24.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -2.1% | +4.4% | -6.4% | -2.8% |
| 30D | -1.1% | +5.5% | -6.6% | -2.1% |
| 3M | +5.1% | -17.3% | +22.3% | +8.1% |
| 6M | +9.8% | -12.7% | +22.4% | +11.4% |
| YTD | +15.9% | -4.1% | +20.1% | +14.7% |
| 1Y | +24.6% | +21.2% | +3.3% | +16.7% |
| 3Y | +75.5% | +88.9% | -13.4% | +45.3% |
| 5Y | +59.4% | +93.1% | -33.7% | +28.1% |
| All | +158.3% | +182.4% | -24.1% | +81.5% |
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