+53.4%
VT vs CHRW
+48.6%
+4.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | +0.1% | -3.5% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -5.8% | -5.0% | -0.8% | -5.3% |
| 3M | -5.2% | -16.1% | +10.9% | -3.2% |
| 6M | +0.1% | -22.6% | +22.8% | +2.8% |
| YTD | +8.2% | -19.3% | +27.5% | +9.5% |
| 1Y | +10.1% | -14.9% | +25.1% | +10.3% |
| 3Y | +69.7% | +68.0% | +1.6% | +44.7% |
| 5Y | +53.4% | +53.2% | +0.2% | +33.0% |
| All | +53.4% | +48.6% | +4.8% | +33.0% |
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