+60.9%
VEA vs CHRW
+89.7%
-28.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.3% | +4.1% | -3.7% | -0.2% |
| 30D | +0.4% | +1.9% | -1.5% | +0.2% |
| 3M | +4.8% | -21.2% | +26.0% | +7.6% |
| 6M | +11.3% | -16.7% | +27.9% | +13.0% |
| YTD | +17.4% | -5.4% | +22.7% | +16.7% |
| 1Y | +26.2% | +21.2% | +5.0% | +20.6% |
| 3Y | +77.7% | +86.5% | -8.7% | +55.5% |
| 5Y | +60.9% | +93.0% | -32.1% | +36.0% |
| All | +60.9% | +89.7% | -28.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling