-50.2%
VG vs CHRW
+23.9%
-74.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.1% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -10.3% | -9.4% | -1.0% | -9.6% |
| 3M | -10.8% | -13.3% | +2.5% | -9.7% |
| 6M | +3.5% | -24.2% | +27.6% | +6.9% |
| YTD | +74.0% | -18.9% | +92.8% | +74.9% |
| 1Y | +48.9% | -12.4% | +61.3% | +46.6% |
| All | -50.2% | +23.9% | -74.1% | -59.3% |
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