+80.6%
VTV vs CHRW
+90.8%
-10.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | +3.5% | -4.6% | -1.6% |
| 30D | -1.0% | +4.6% | -5.6% | -1.7% |
| 3M | +4.6% | -19.7% | +24.4% | +7.6% |
| 6M | +13.5% | -12.4% | +25.9% | +14.7% |
| YTD | +18.5% | -3.9% | +22.4% | +17.4% |
| 1Y | +22.9% | +18.4% | +4.5% | +17.0% |
| 3Y | +67.8% | +88.8% | -21.0% | +44.1% |
| All | +80.6% | +90.8% | -10.1% | +52.4% |
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 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