+75.3%
VTI vs CHRW
+85.4%
-10.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | +4.1% | -4.4% | -0.8% |
| 30D | -1.6% | +1.9% | -3.5% | -1.8% |
| 3M | +3.6% | -21.2% | +24.7% | +6.0% |
| 6M | +13.0% | -16.7% | +29.7% | +14.6% |
| YTD | +12.7% | -5.4% | +18.1% | +12.0% |
| 1Y | +18.4% | +21.2% | -2.8% | +13.5% |
| All | +75.3% | +85.4% | -10.1% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling