+294.5%
VTI vs CHRW
+182.4%
+112.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.0% | +4.4% | -6.4% | -3.0% |
| 30D | -1.9% | +5.5% | -7.4% | -3.3% |
| 3M | +4.5% | -17.3% | +21.8% | +8.5% |
| 6M | +12.6% | -12.7% | +25.2% | +14.6% |
| YTD | +12.0% | -4.1% | +16.1% | +10.3% |
| 1Y | +17.3% | +21.2% | -3.9% | +7.5% |
| 3Y | +75.3% | +88.9% | -13.6% | +36.7% |
| 5Y | +74.0% | +93.1% | -19.1% | +31.4% |
| All | +294.5% | +182.4% | +112.1% | +153.0% |
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 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