+367.1%
VT vs CHRW
+256.8%
+110.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.3% | +4.9% | -5.2% | -1.9% |
| 30D | -1.4% | -4.8% | +3.4% | -0.3% |
| 3M | -1.4% | -13.1% | +11.7% | +2.2% |
| 6M | +5.5% | -16.3% | +21.8% | +9.0% |
| YTD | +12.8% | -15.8% | +28.6% | +14.4% |
| 1Y | +15.4% | -11.1% | +26.6% | +14.6% |
| 3Y | +76.9% | +75.3% | +1.6% | +28.0% |
| 5Y | +60.4% | +56.0% | +4.4% | +17.6% |
| 10Y | +232.8% | +144.9% | +87.8% | +83.8% |
| All | +367.1% | +256.8% | +110.2% | +78.8% |
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