+1,917.9%
VRT vs CHRW
+63.2%
+1,854.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +9.0% |
| 7D | -10.6% | +0.2% | -10.8% | -10.5% |
| 30D | -17.4% | -9.4% | -8.1% | -16.0% |
| 3M | -26.4% | -13.3% | -13.1% | -24.7% |
| 6M | -41.0% | -24.2% | -16.9% | -38.2% |
| YTD | +23.8% | -18.9% | +42.7% | +26.1% |
| 1Y | +11.6% | -12.4% | +24.0% | +11.4% |
| 3Y | +403.5% | +72.2% | +331.3% | +298.0% |
| 5Y | +647.0% | +53.4% | +593.7% | +515.3% |
| All | +1,917.9% | +63.2% | +1,854.7% | +1,412.7% |
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