+897.3%
VST vs CHRW
+128.5%
+768.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.0% | -5.5% |
| 7D | -19.9% | +0.7% | -20.6% | -20.0% |
| 30D | -29.7% | -5.0% | -24.7% | -29.2% |
| 3M | -19.6% | -16.1% | -3.5% | -17.8% |
| 6M | -29.4% | -22.6% | -6.8% | -27.3% |
| YTD | -29.7% | -19.3% | -10.4% | -28.8% |
| 1Y | -40.0% | -14.9% | -25.1% | -39.9% |
| 3Y | +231.0% | +68.0% | +162.9% | +179.8% |
| 5Y | +500.1% | +53.2% | +446.9% | +407.3% |
| 10Y | +1,004.2% | +134.8% | +869.4% | +721.5% |
| All | +897.3% | +128.5% | +768.8% | +641.2% |
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