+728.4%
VGT vs CHRW
+128.6%
+599.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.5% | +7.3% | -4.8% | +0.6% |
| 30D | -9.5% | -3.6% | -5.9% | -8.9% |
| 3M | -9.5% | -9.6% | +0.1% | -7.8% |
| 6M | -1.8% | -17.0% | +15.2% | +1.1% |
| YTD | +18.4% | -15.4% | +33.8% | +19.6% |
| 1Y | +18.7% | -10.0% | +28.7% | +17.6% |
| 3Y | +103.8% | +82.2% | +21.7% | +53.1% |
| 5Y | +104.4% | +59.4% | +45.0% | +58.5% |
| All | +728.4% | +128.6% | +599.8% | +449.4% |
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