+2,072.9%
VGT vs CHRW
+1,025.9%
+1,047.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.5% | +7.3% | -4.8% | +0.1% |
| 30D | -9.5% | -3.6% | -5.9% | -8.7% |
| 3M | -9.5% | -9.6% | +0.1% | -7.4% |
| 6M | -1.8% | -17.0% | +15.2% | +1.9% |
| YTD | +18.4% | -15.4% | +33.8% | +20.2% |
| 1Y | +18.7% | -10.0% | +28.7% | +17.8% |
| 3Y | +103.8% | +82.2% | +21.7% | +48.9% |
| 5Y | +104.4% | +59.4% | +45.0% | +54.0% |
| 10Y | +716.9% | +129.7% | +587.2% | +412.3% |
| All | +2,072.9% | +1,025.9% | +1,047.0% | +663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling