+905.2%
VRT vs CHRW
+83.1%
+822.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.1% |
| 7D | +9.1% | -1.4% | +10.5% | +9.5% |
| 30D | +0.9% | -3.5% | +4.4% | +1.7% |
| 3M | -13.4% | -19.4% | +6.0% | -9.3% |
| 6M | +11.7% | -21.4% | +33.1% | +17.1% |
| YTD | +73.2% | -7.1% | +80.4% | +72.5% |
| 1Y | +123.4% | +17.8% | +105.6% | +106.8% |
| 3Y | +606.2% | +78.8% | +527.4% | +459.7% |
| All | +905.2% | +83.1% | +822.2% | +699.9% |
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