+611.0%
VRT vs CHRW
+81.1%
+529.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.2% |
| 7D | +9.1% | -1.4% | +10.5% | +9.3% |
| 30D | +0.9% | -3.5% | +4.4% | +1.4% |
| 3M | -13.4% | -19.4% | +6.0% | -10.9% |
| 6M | +11.7% | -21.4% | +33.1% | +15.1% |
| YTD | +73.2% | -7.1% | +80.4% | +73.5% |
| 1Y | +123.4% | +17.8% | +105.6% | +116.2% |
| All | +611.0% | +81.1% | +529.9% | +563.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling