+2,267.4%
VGT vs CHRW
+1,136.3%
+1,131.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +1.3% | -3.5% | +4.8% | +2.4% |
| 3M | -1.1% | -19.4% | +18.3% | +4.9% |
| 6M | +32.6% | -21.4% | +54.0% | +41.0% |
| YTD | +29.0% | -7.1% | +36.1% | +28.1% |
| 1Y | +39.7% | +17.8% | +21.9% | +26.0% |
| 3Y | +120.9% | +78.8% | +42.1% | +64.7% |
| 5Y | +133.6% | +83.5% | +50.0% | +68.8% |
| 10Y | +792.6% | +160.2% | +632.3% | +440.7% |
| All | +2,267.4% | +1,136.3% | +1,131.1% | +713.5% |
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