+219.8%
VT vs CHRW
+131.6%
+88.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.0% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | -2.6% | -9.4% | +6.8% | -0.8% |
| 3M | -3.2% | -13.3% | +10.0% | -0.9% |
| 6M | +0.9% | -24.2% | +25.1% | +5.4% |
| YTD | +11.3% | -18.9% | +30.2% | +13.2% |
| 1Y | +14.0% | -12.4% | +26.4% | +13.7% |
| 3Y | +75.8% | +72.2% | +3.6% | +41.9% |
| 5Y | +57.8% | +53.4% | +4.5% | +29.1% |
| 10Y | +219.8% | +127.0% | +92.8% | +128.6% |
| All | +219.8% | +131.6% | +88.2% | +128.6% |
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 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