+396.3%
VUG vs CHRW
+131.6%
+264.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.1% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -8.2% | -9.4% | +1.2% | -6.3% |
| 3M | -5.4% | -13.3% | +7.8% | -2.9% |
| 6M | -2.5% | -24.2% | +21.6% | +2.3% |
| YTD | +4.2% | -18.9% | +23.1% | +6.1% |
| 1Y | +5.0% | -12.4% | +17.4% | +4.6% |
| 3Y | +81.7% | +72.2% | +9.5% | +41.7% |
| 5Y | +62.5% | +53.4% | +9.1% | +29.8% |
| 10Y | +396.3% | +127.0% | +269.4% | +243.9% |
| All | +396.3% | +131.6% | +264.7% | +243.9% |
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