+2,110.3%
VGT vs CHRW
+1,025.3%
+1,085.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +5.6% | +4.7% | +0.9% | +4.0% |
| 30D | -10.6% | -2.6% | -8.0% | -10.1% |
| 3M | -6.9% | -8.0% | +1.1% | -5.2% |
| 6M | +0.9% | -19.0% | +19.9% | +5.6% |
| YTD | +20.4% | -15.5% | +35.9% | +22.3% |
| 1Y | +17.4% | -10.8% | +28.2% | +16.9% |
| 3Y | +106.3% | +79.8% | +26.5% | +51.4% |
| 5Y | +107.9% | +59.3% | +48.6% | +56.6% |
| 10Y | +730.9% | +129.6% | +601.3% | +421.2% |
| All | +2,110.3% | +1,025.3% | +1,085.0% | +676.4% |
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 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