+740.0%
VTV vs CHRW
+1,025.9%
-285.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +2.9% | +7.3% | -4.4% | +0.6% |
| 30D | +3.8% | -3.6% | +7.4% | +4.5% |
| 3M | +1.6% | -9.6% | +11.1% | +3.8% |
| 6M | +11.2% | -17.0% | +28.2% | +15.2% |
| YTD | +22.0% | -15.4% | +37.4% | +23.7% |
| 1Y | +24.9% | -10.0% | +34.9% | +23.8% |
| 3Y | +78.5% | +82.2% | -3.7% | +31.9% |
| 5Y | +77.8% | +59.4% | +18.4% | +33.8% |
| 10Y | +231.1% | +129.7% | +101.3% | +106.4% |
| All | +740.0% | +1,025.9% | -285.9% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling