+226.3%
VTV vs CHRW
+182.4%
+43.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -2.1% | +4.4% | -6.4% | -3.0% |
| 30D | -1.3% | +5.5% | -6.8% | -2.6% |
| 3M | +5.6% | -17.3% | +22.9% | +9.4% |
| 6M | +12.4% | -12.7% | +25.0% | +14.3% |
| YTD | +17.6% | -4.1% | +21.8% | +16.1% |
| 1Y | +23.5% | +21.2% | +2.3% | +13.9% |
| 3Y | +67.0% | +88.9% | -21.9% | +32.4% |
| 5Y | +80.5% | +93.1% | -12.5% | +37.7% |
| All | +226.3% | +182.4% | +43.9% | +110.2% |
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