+24.9%
VTV vs CHRW
-11.0%
+35.9%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +2.9% | +7.3% | -4.4% | +2.4% |
| 30D | +3.8% | -3.6% | +7.4% | +3.9% |
| 3M | +1.6% | -9.6% | +11.1% | +2.0% |
| 6M | +11.2% | -17.0% | +28.2% | +11.5% |
| YTD | +22.0% | -15.4% | +37.4% | +18.4% |
| 1Y | +24.9% | -10.0% | +34.9% | +18.5% |
| All | +24.9% | -11.0% | +35.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling