+1,142.3%
VST vs CHRW
+131.8%
+1,010.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.2% |
| 7D | +10.9% | -0.1% | +11.0% | +11.0% |
| 30D | -15.6% | -4.3% | -11.3% | -15.1% |
| 3M | -7.8% | -7.4% | -0.3% | -7.2% |
| 6M | -12.0% | -20.7% | +8.7% | -9.7% |
| YTD | -16.9% | -15.9% | -1.1% | -16.4% |
| 1Y | -25.1% | -9.9% | -15.2% | -25.6% |
| 3Y | +297.1% | +79.0% | +218.1% | +231.7% |
| 5Y | +641.9% | +61.3% | +580.6% | +521.3% |
| 10Y | +1,142.3% | +128.5% | +1,013.8% | +823.7% |
| All | +1,142.3% | +131.8% | +1,010.5% | +823.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling