+654.4%
VRT vs CHRW
+58.8%
+595.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | +7.3% | +3.2% | +9.0% |
| 30D | -9.3% | -3.6% | -5.7% | -9.1% |
| 3M | -29.6% | -9.6% | -20.0% | -28.7% |
| 6M | -45.4% | -17.0% | -28.4% | -44.1% |
| YTD | +24.8% | -15.4% | +40.2% | +25.7% |
| 1Y | +23.6% | -10.0% | +33.6% | +22.4% |
| 3Y | +379.7% | +82.2% | +297.5% | +263.9% |
| All | +654.4% | +58.8% | +595.6% | +518.7% |
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 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