+718.4%
VTV vs CHRW
+1,156.9%
-438.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | +0.3% | +1.9% | -1.6% | -0.3% |
| 30D | +0.1% | +0.9% | -0.8% | -0.3% |
| 3M | +6.2% | -19.9% | +26.1% | +12.6% |
| 6M | +13.5% | -15.8% | +29.3% | +17.5% |
| YTD | +18.9% | -5.6% | +24.4% | +17.4% |
| 1Y | +25.8% | +21.0% | +4.8% | +12.9% |
| 3Y | +68.7% | +86.0% | -17.3% | +25.4% |
| 5Y | +80.3% | +88.6% | -8.3% | +29.1% |
| 10Y | +226.3% | +169.3% | +57.0% | +94.4% |
| All | +718.4% | +1,156.9% | -438.5% | +194.3% |
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