+135.2%
VGT vs CHRW
+89.7%
+45.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +1.5% | +4.1% | -2.6% | +0.6% |
| 30D | +0.5% | +1.9% | -1.4% | +0.1% |
| 3M | +5.3% | -21.2% | +26.4% | +9.8% |
| 6M | +32.4% | -16.7% | +49.1% | +35.9% |
| YTD | +28.6% | -5.4% | +34.0% | +27.2% |
| 1Y | +37.6% | +21.2% | +16.5% | +27.2% |
| 3Y | +125.5% | +86.5% | +39.0% | +80.6% |
| 5Y | +135.2% | +93.0% | +42.2% | +82.6% |
| All | +135.2% | +89.7% | +45.5% | +82.6% |
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