+769.3%
VST vs CHRW
+83.1%
+686.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +8.9% | -1.4% | +10.3% | +9.0% |
| 30D | +6.2% | -3.5% | +9.7% | +6.5% |
| 3M | -2.7% | -19.4% | +16.7% | -0.9% |
| 6M | -8.4% | -21.4% | +13.0% | -6.5% |
| YTD | -7.2% | -7.1% | -0.1% | -7.4% |
| 1Y | -20.9% | +17.8% | -38.7% | -23.2% |
| 3Y | +384.0% | +78.8% | +305.2% | +338.4% |
| All | +769.3% | +83.1% | +686.3% | +686.6% |
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