+2,826.7%
VRT vs CHRW
+89.9%
+2,736.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | +13.6% | +1.9% | +11.7% | +13.1% |
| 30D | +6.8% | +0.9% | +5.8% | +6.5% |
| 3M | -3.2% | -19.9% | +16.7% | +1.6% |
| 6M | +20.3% | -15.8% | +36.1% | +23.9% |
| YTD | +79.6% | -5.6% | +85.2% | +78.3% |
| 1Y | +139.0% | +21.0% | +118.0% | +120.2% |
| 3Y | +644.6% | +86.0% | +558.6% | +489.6% |
| 5Y | +1,024.4% | +88.6% | +935.7% | +789.6% |
| All | +2,826.7% | +89.9% | +2,736.8% | +2,038.6% |
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 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