-51.4%
VG vs CHRW
+23.3%
-74.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.6% |
| 7D | -22.0% | +0.7% | -22.7% | -22.1% |
| 30D | -14.7% | -5.0% | -9.7% | -14.6% |
| 3M | -7.1% | -16.1% | +9.0% | -5.6% |
| 6M | -11.2% | -22.6% | +11.5% | -8.5% |
| YTD | +69.8% | -19.3% | +89.1% | +70.8% |
| 1Y | +49.9% | -14.9% | +64.8% | +48.5% |
| All | -51.4% | +23.3% | -74.7% | -60.3% |
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