+1,216.9%
VST vs CHRW
+163.0%
+1,053.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.3% |
| 7D | +8.9% | -1.4% | +10.3% | +9.1% |
| 30D | +6.2% | -3.5% | +9.7% | +6.7% |
| 3M | -2.7% | -19.4% | +16.7% | +0.3% |
| 6M | -8.4% | -21.4% | +13.0% | -5.4% |
| YTD | -7.2% | -7.1% | -0.1% | -7.6% |
| 1Y | -20.9% | +17.8% | -38.7% | -25.2% |
| 3Y | +384.0% | +78.8% | +305.2% | +309.9% |
| 5Y | +757.1% | +83.5% | +673.5% | +602.7% |
| All | +1,216.9% | +163.0% | +1,053.9% | +862.6% |
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 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