+2,723.0%
VRT vs CHRW
+86.8%
+2,636.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | -13.4% | -19.4% | +6.0% | -9.2% |
| 6M | +11.7% | -21.4% | +33.1% | +17.1% |
| YTD | +73.2% | -7.1% | +80.4% | +72.7% |
| 1Y | +123.4% | +17.8% | +105.6% | +107.3% |
| 3Y | +606.2% | +78.8% | +527.4% | +465.9% |
| 5Y | +899.9% | +83.5% | +816.4% | +696.4% |
| All | +2,723.0% | +86.8% | +2,636.3% | +1,971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling