+372.0%
VT vs CHRW
+301.1%
+70.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -0.1% | +4.1% | -4.2% | -1.5% |
| 30D | -0.7% | +1.9% | -2.6% | -1.4% |
| 3M | +4.0% | -21.2% | +25.2% | +11.3% |
| 6M | +12.3% | -16.7% | +29.0% | +17.0% |
| YTD | +14.0% | -5.4% | +19.4% | +12.2% |
| 1Y | +20.3% | +21.2% | -0.9% | +6.7% |
| 3Y | +75.4% | +86.5% | -11.0% | +26.0% |
| 5Y | +66.0% | +93.0% | -27.1% | +13.0% |
| 10Y | +228.2% | +174.5% | +53.7% | +76.1% |
| All | +372.0% | +301.1% | +70.9% | +75.4% |
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