+213.7%
VT vs CHRW
+127.5%
+86.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.7% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -5.0% | -7.3% | +2.3% | -3.7% |
| 3M | -4.9% | -14.2% | +9.3% | -2.4% |
| 6M | -1.5% | -25.1% | +23.5% | +3.0% |
| YTD | +8.5% | -21.2% | +29.7% | +10.9% |
| 1Y | +11.4% | -14.2% | +25.5% | +11.5% |
| 3Y | +70.1% | +63.5% | +6.6% | +39.0% |
| 5Y | +53.7% | +49.6% | +4.1% | +26.3% |
| All | +213.7% | +127.5% | +86.2% | +127.3% |
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