+567.3%
VRT vs CHRW
+49.0%
+518.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.9% |
| 7D | -21.4% | +0.6% | -21.9% | -21.3% |
| 30D | -25.8% | -7.3% | -18.5% | -25.2% |
| 3M | -33.5% | -14.2% | -19.4% | -32.0% |
| 6M | -49.0% | -25.1% | -23.9% | -46.7% |
| YTD | +12.9% | -21.2% | +34.1% | +15.3% |
| 1Y | 0.0% | -14.2% | +14.2% | -0.2% |
| 3Y | +361.8% | +63.5% | +298.3% | +261.8% |
| All | +567.3% | +49.0% | +518.3% | +448.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling