+66.6%
VT vs CHRW
+83.1%
-16.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.4% | -1.4% | +1.9% | +0.7% |
| 30D | +1.0% | -3.5% | +4.4% | +1.5% |
| 3M | +2.4% | -19.4% | +21.8% | +5.3% |
| 6M | +12.0% | -21.4% | +33.4% | +15.3% |
| YTD | +15.3% | -7.1% | +22.5% | +14.7% |
| 1Y | +22.6% | +17.8% | +4.8% | +16.2% |
| 3Y | +74.7% | +78.8% | -4.1% | +49.5% |
| All | +66.6% | +83.1% | -16.5% | +39.3% |
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 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