+73.7%
VTI vs CHRW
+89.7%
-16.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | +4.1% | -4.4% | -1.0% |
| 30D | -1.6% | +1.9% | -3.5% | -2.0% |
| 3M | +3.6% | -21.2% | +24.7% | +7.3% |
| 6M | +13.0% | -16.7% | +29.7% | +15.5% |
| YTD | +12.7% | -5.4% | +18.1% | +11.6% |
| 1Y | +18.4% | +21.2% | -2.8% | +10.7% |
| 3Y | +76.4% | +86.5% | -10.0% | +46.3% |
| 5Y | +73.7% | +93.0% | -19.3% | +41.0% |
| All | +73.7% | +89.7% | -16.0% | +41.0% |
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 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