+75.7%
VEA vs CHRW
+85.4%
-9.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.3% | +4.1% | -3.7% | 0.0% |
| 30D | +0.4% | +1.9% | -1.5% | +0.3% |
| 3M | +4.8% | -21.2% | +26.0% | +6.7% |
| 6M | +11.3% | -16.7% | +27.9% | +12.4% |
| YTD | +17.4% | -5.4% | +22.7% | +16.9% |
| 1Y | +26.2% | +21.2% | +5.0% | +22.7% |
| All | +75.7% | +85.4% | -9.7% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling